Fix weighted AUROC on gpu

[SkafteNicki]

Before submitting

• Was this discussed/approved via a Github issue? (no need for typos and docs improvements)
• Did you read the contributor guideline, Pull Request section?
• Did you make sure to update the docs?
• Did you write any new necessary tests?

What does this PR do?

Fixes #602
Fixes an edge case of AUROC. We already had solved it on cpu but forgot to check if it was the case on gpu. This PR adds support on gpu.

PR review

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[codecov]

Codecov Report

Merging #606 (9b3af99) into master (7161bb6) will decrease coverage by 0%.
The diff coverage is 100%.

@@          Coverage Diff          @@
##           master   #606   +/-   ##
=====================================
- Coverage      95%    95%   -0%     
=====================================
  Files         150    150           
  Lines        5308   5308           
=====================================
- Hits         5050   5048    -2     
- Misses        258    260    +2     

[Borda]

@SkafteNicki just add chlog entry :]