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Instead of replacing all #ifdef USE_CUDA, just add USE_CUDA define to ROCm build.

Previously #6086 added ROCm support but after numerous rebases it lost
critical changes. This PR restores the ROCm build.

There are many source file changes but most were automated using the
following:

```bash
for f in `grep -rl '#ifdef USE_CUDA'`
do
    sed -i 's@#ifdef USE_CUDA@#if defined(USE_CUDA) || defined(USE_ROCM)@g' $f
done

for f in `grep -rl '#endif  // USE_CUDA'`
do
    sed -i 's@#endif  // USE_CUDA@#endif  // USE_CUDA || USE_ROCM@g' $f
done
```

* add bagging by query for lambdarank

* fix pre-commit

* fix bagging by query with cuda

* fix bagging by query test case

* fix bagging by query test case

* fix bagging by query test case

* add #include <vector>

* Update include/LightGBM/objective_function.h
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update tests/python_package_test/test_engine.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update tests/python_package_test/test_engine.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

---------
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [ci] speed up if-else, swig, and lint conda setup

* add 'source activate'

* python constraint

* start removing cuda v1

* comment out CI

* remove more references

* revert some unnecessaary changes

* revert a few more mistakes

* revert another change that ignored params

* sigh

* remove CUDATreeLearner

* fix tests, docs

* fix quoting in setup.py

* restore all CI

* Apply suggestions from code review
Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>

* Apply suggestions from code review

* completely remove cuda_exp, update docs

---------
Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>

* add rmse metric for new cuda version

* add Init for CUDAMetricInterface

* fix lint errors

* fix rmse and add l2 metric for new cuda version

* use CUDAL2Metric

* explicit template instantiation

* write result only with the first thread

* pre allocate buffer for output converting

* fix l2 regression with cuda metric evaluation

* weighting loss in cuda metric evaluation

* mark CUDATree::AsConstantTree as override

* add rmse metric for new cuda version

* add Init for CUDAMetricInterface

* fix lint errors

* add (l2) regression objective for cuda_exp

* fix lint errors

* correct time tag

* add binary objective for cuda_exp

* include <string> and <vector>

* exchange include ordering

* fix length of score to copy in evaluation

* fix EvalOneMetric

* fix cuda binary objective and prediction when boosting on gpu

* Add white space

* fix BoostFromScore for CUDABinaryLogloss

update log in test_register_logger

* include <algorithm>

* simplify shared memory buffer

* initial work for boosting and evaluation with CUDA

* fix compatibility with CPU code

* fix creating objective without USE_CUDA_EXP

* fix static analysis errors

* fix static analysis errors

This reverts commit 656d2676.

* add balanced bagging

* refine code

* fix format

* clarify usage only for binary application

* fix a bug when bagging with reset_config

* clean code

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)

* fix RF's bugs

* fix tests

* rollback num_iterations

* fix a bug and reduce memory costs

* reduce memory cost

* average predictions for constant features

* fix possible numerical issues in std::log.

* fix pylint

* fix bugs in c_api

* fix styles

* clean code for multi class

* rewrite test

* fix pylint

* skip test_constant_features

* refine test

* fix tests

* fix tests

* update FAQ

* fix test

* Update FAQ.rst

* [WIP] refine config

* [wip] ready for the auto code generate

* auto generate config codes

* use with to open file

* fix bug

* fix pylint

* fix bug

* fix pylint

* fix bugs.

* tmp for failed test.

* fix tests.

* added nthreads alias

* added new aliases from new config.h

* fixed duplicated alias

* refactored parameter_generator.py

* added new aliases from config.h and removed remaining old names

* fix bugs & some miss alias

* added aliases

* add more descriptions.

* add comment.

* Created objectives and metrics xentropy and xentropy1

* Some coment and code cleanup.

* Added Kullback-Leibler version of metric. Changed some warning messages.

* Fixed sign error in KL-divergence calc.

* Removed __PRETTY_FUNCTION__.

* Fixed better name for alternative xentropy parameterization.
Documented details on the objectives / metrics in code comments.

* Common code for label interval checks. Cleanups.

* Use common utility for various weight property checks.

* Added code for customizable initial average to boost from.

* Fixed spelling error in aliases.

* fix multi-threading.

* fix name style.

* support in CLI version.

* remove warnings.

* Not default parameters.

* fix if...else... .

* fix bug.

* fix warning.

* refine c_api.

* fix R-package.

* fix R's warning.

* fix tests.

* fix pep8 .

* Revert "python-package: support valid_names in scikit-learn API (#420)"

This reverts commit de39dbcf.

* Revert "faster histogram sum up (#418)"

This reverts commit 98c7c2a3.

* some refactor.

* two stage sum up to reduce sum up error.

* add more two-stage sumup.

* some refactor.

* add alignment.

* change name to aligned_allocator.

* remove some useless sumup.

* fix a warning.

* add -march=native .

* remove the padding of gradients.

* no alignment.

* fix test.

* change KNumSumupGroup to 32768.

* change gcc flags.

* refine prediction logic.

* fix test.

* fix out_len in training score of Dart.

* improve predict speed for high dimension data.

* many refactors.

* remove multi_loglossova.

* fix tests.

* avoid using lambda function.

* fix some format.

* reduce branching.

* reduce the sumup cost of constant hessians.

* fix test.

* fix bug when have weights.

* fix a comment.

* reduce branching.

* RAII for utils, application and c_api(partical)

* raii for class in include folder

* raii for application and boosting

* raii for dataset and dataset loader

* raii for dense bin and parser

* RAII refactor for almost all classes

* RAII for c_api

* clean code

* refine repeated code

* Decouple the "sigmoid" between objective and boosting.

* change std::vector<bool> back to std::vector<char> due to concurrence problem

* slight reduce some memory cost