Use dlopen to load NCCL. (#9796)

This PR adds optional support for loading nccl with `dlopen` as an alternative of compile time linking. This is to address the size bloat issue with the PyPI binary release.
- Add CMake option to load `nccl` at runtime.
- Add an NCCL stub.

After this, `nccl` will be fetched from PyPI when using pip to install XGBoost, either by a user or by `pyproject.toml`. Others who want to link the nccl at compile time can continue to do so without any change.

At the moment, this is Linux only since we only support MNMG on Linux.

tests/ci_build/rename_whl.py

@@ -1,22 +1,10 @@
 import os
 import sys
-from contextlib import contextmanager
-
-
-@contextmanager
-def cd(path):
-    path = os.path.normpath(path)
-    cwd = os.getcwd()
-    os.chdir(path)
-    print("cd " + path)
-    try:
-        yield path
-    finally:
-        os.chdir(cwd)
 
+from test_utils import DirectoryExcursion
 
 if len(sys.argv) != 4:
-    print('Usage: {} [wheel to rename] [commit id] [platform tag]'.format(sys.argv[0]))
+    print("Usage: {} [wheel to rename] [commit id] [platform tag]".format(sys.argv[0]))
     sys.exit(1)
 
 
@@ -26,20 +14,26 @@ platform_tag = sys.argv[3]
 
 dirname, basename = os.path.dirname(whl_path), os.path.basename(whl_path)
 
-with cd(dirname):
-    tokens = basename.split('-')
+with DirectoryExcursion(dirname):
+    tokens = basename.split("-")
     assert len(tokens) == 5
-    version = tokens[1].split('+')[0]
-    keywords = {'pkg_name': tokens[0],
-                'version': version,
-                'commit_id': commit_id,
-                'platform_tag': platform_tag}
-    new_name = '{pkg_name}-{version}+{commit_id}-py3-none-{platform_tag}.whl'.format(**keywords)
-    print('Renaming {} to {}...'.format(basename, new_name))
+    version = tokens[1].split("+")[0]
+    keywords = {
+        "pkg_name": tokens[0],
+        "version": version,
+        "commit_id": commit_id,
+        "platform_tag": platform_tag,
+    }
+    new_name = "{pkg_name}-{version}+{commit_id}-py3-none-{platform_tag}.whl".format(
+        **keywords
+    )
+    print("Renaming {} to {}...".format(basename, new_name))
     if os.path.isfile(new_name):
         os.remove(new_name)
     os.rename(basename, new_name)
 
     filesize = os.path.getsize(new_name) / 1024 / 1024  # MB
+    print(f"Wheel size: {filesize}")
+
     msg = f"Limit of wheel size set by PyPI is exceeded. {new_name}: {filesize}"
     assert filesize <= 300, msg