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.

tests/cpp/tree/test_tree_policy.cc

@@ -61,7 +61,7 @@ class TestGrowPolicy : public ::testing::Test {
   }
 };
 
-TEST_F(TestGrowPolicy, DISABLED_Approx) {
+TEST_F(TestGrowPolicy, Approx) {
   this->TestTreeGrowPolicy("approx", "depthwise");
   this->TestTreeGrowPolicy("approx", "lossguide");
 }