Support more input types for categorical data. (#7220)

* Support more input types for categorical data.

* Shorten the type name from "categorical" to "c".
* Tests for np/cp array and scipy csr/csc/coo.
* Specify the type for feature info.

include/xgboost/feature_map.h

@@ -83,7 +83,7 @@ class FeatureMap {
     if (!strcmp("q", tname)) return kQuantitive;
     if (!strcmp("int", tname)) return kInteger;
     if (!strcmp("float", tname)) return kFloat;
-    if (!strcmp("categorical", tname)) return kCategorical;
+    if (!strcmp("c", tname)) return kCategorical;
     LOG(FATAL) << "unknown feature type, use i for indicator and q for quantity";
     return kIndicator;
   }