[dask] Improve documents. (#6687)

* Add tag for versions.
* use autoclass in sphinx build.
Made some class methods to be private to avoid exporting documents.

tests/python-gpu/test_gpu_with_dask.py

@@ -304,9 +304,15 @@ class TestDistributedGPU:
 
             futures = []
             for i in range(len(workers)):
-                futures.append(client.submit(worker_fn, workers[i],
-                                             m.create_fn_args(workers[i]), pure=False,
-                                             workers=[workers[i]]))
+                futures.append(
+                    client.submit(
+                        worker_fn,
+                        workers[i],
+                        m._create_fn_args(workers[i]),
+                        pure=False,
+                        workers=[workers[i]]
+                    )
+                )
             client.gather(futures)
 
     def test_interface_consistency(self) -> None: