Run tests in a temporary directory (#7723)

Fix some tests to run in a temporary directory in case the root
directory is not writable. Note that most of tests are already
running in the temporary directory, so this PR just make them
consistent.

tests/cpp/data/test_simple_dmatrix.cc

@@ -194,7 +194,8 @@ TEST(SimpleDMatrix, FromCSC) {
 }
 
 TEST(SimpleDMatrix, FromFile) {
-  std::string filename = "test.libsvm";
+  dmlc::TemporaryDirectory tempdir;
+  std::string filename = tempdir.path + "test.libsvm";
   CreateBigTestData(filename, 3 * 5);
   // Add an empty row at the end of the matrix
   {

tests/cpp/data/test_sparse_page_dmatrix.cc

@@ -26,7 +26,7 @@ void TestSparseDMatrixLoadFile() {
                             data::fileiter::Next,
                             std::numeric_limits<float>::quiet_NaN(),
                             1,
-                            "cache"};
+                            tmpdir.path + "cache"};
   ASSERT_EQ(m.Info().num_col_, 5);
   ASSERT_EQ(m.Info().num_row_, 64);