Load configuration before loading model.

Initialize the context before loading model.

src/gbm/gbtree.cc

@@ -405,9 +405,7 @@ void GBTree::SaveConfig(Json* p_out) const {
  // e.g. updating a model, then saving and loading it would result in an empty
  // model
  out["gbtree_train_param"]["process_type"] = String("default");
- // Duplicated from SaveModel so that user can get `num_parallel_tree` without parsing
- // the model. We might remove this once we can deprecate `best_ntree_limit` so that the
- // language binding doesn't need to know about the forest size.
+ // We save it for parameter validation. It's not loaded in `LoadConfig`.
  out["gbtree_model_param"] = ToJson(model_.param);
 
  out["updater"] = Array{};

src/learner.cc

@@ -1170,8 +1170,8 @@ class LearnerIO : public LearnerConfiguration {
  // We should migrate to use `xgb.load.raw` instead.
  this->LoadModel(memory_snapshot);
  } else {
- this->LoadModel(memory_snapshot["Model"]);
  this->LoadConfig(memory_snapshot["Config"]);
+ this->LoadModel(memory_snapshot["Model"]);
  }
  } else {
  std::string header;