Use memory resource in DeviceBuffer construtor

Update the Python constructor to take and handle a
`DeviceMemoryResource` argument. Also pass this through to
`device_buffer` constructors.

python/rmm/_lib/device_buffer.pyx

@@ -47,7 +47,8 @@ cdef class DeviceBuffer:
     def __cinit__(self, *,
                   uintptr_t ptr=0,
                   size_t size=0,
-                  Stream stream=DEFAULT_STREAM):
+                  Stream stream=DEFAULT_STREAM,
+                  DeviceMemoryResource mr=None):
         """Construct a ``DeviceBuffer`` with optional size and data pointer
 
         Parameters
@@ -64,6 +65,9 @@ cdef class DeviceBuffer:
             scope while the DeviceBuffer is in use. Destroying the
             underlying stream while the DeviceBuffer is in use will
             result in undefined behavior.
+        mr : optional
+            Memory resource to use to allocate memory for the underlying
+            ``device_buffer``.
 
         Note
         ----
@@ -77,22 +81,31 @@ cdef class DeviceBuffer:
         >>> db = rmm.DeviceBuffer(size=5)
         """
         cdef const void* c_ptr
+        cdef device_memory_resource* c_mr
+
+        # Use default memory resource if none is specified.
+        # Also get C++ representation to call constructor below.
+        if mr is None:
+            mr = get_current_device_resource()
+        c_mr = mr.get_mr()
 
         with nogil:
             c_ptr = <const void*>ptr
 
             if size == 0:
-                self.c_obj.reset(new device_buffer())
+                self.c_obj.reset(new device_buffer(c_mr))
             elif c_ptr == NULL:
-                self.c_obj.reset(new device_buffer(size, stream.view()))
+                self.c_obj.reset(new device_buffer(size, stream.view(), c_mr))
             else:
-                self.c_obj.reset(new device_buffer(c_ptr, size, stream.view()))
+                self.c_obj.reset(
+                    new device_buffer(c_ptr, size, stream.view(), c_mr)
+                )
 
                 if stream.c_is_default():
                     stream.c_synchronize()
 
         # Save a reference to the MR and stream used for allocation
-        self.mr = get_current_device_resource()
+        self.mr = mr
         self.stream = stream
 
     def __len__(self):