Rewrite approx (#7214)

This PR rewrites the approx tree method to use codebase from hist for better performance and code sharing.

The rewrite has many benefits:
- Support for both `max_leaves` and `max_depth`.
- Support for `grow_policy`.
- Support for mono constraint.
- Support for feature weights.
- Support for easier bin configuration (`max_bin`).
- Support for categorical data.
- Faster performance for most of the datasets. (many times faster)
- Support for prediction cache.
- Significantly better performance for external memory.
- Unites the code base between approx and hist.

src/tree/tree_model.cc

@@ -973,6 +973,7 @@ void RegTree::SaveCategoricalSplit(Json* p_out) const {
       }
       size_t size = categories.size() - begin;
       categories_sizes.emplace_back(static_cast<Integer::Int>(size));
+      CHECK_NE(size, 0);
     }
   }