[EM] Support SHAP contribution with QDM. (#10724)

- Add GPU support.
- Add external memory support.
- Update the GPU tree shap.

tests/cpp/objective/test_lambdarank_obj.cc

@@ -119,7 +119,8 @@ void TestUnbiasedNDCG(Context const* ctx) {
   obj->Configure(Args{{"lambdarank_pair_method", "topk"},
                       {"lambdarank_unbiased", "true"},
                       {"lambdarank_bias_norm", "0"}});
-  std::shared_ptr<DMatrix> p_fmat{RandomDataGenerator{10, 1, 0.0f}.GenerateDMatrix(true, false, 2)};
+  std::shared_ptr<DMatrix> p_fmat{
+      RandomDataGenerator{10, 1, 0.0f}.Classes(2).GenerateDMatrix(true)};
   auto h_label = p_fmat->Info().labels.HostView().Values();
   // Move clicked samples to the beginning.
   std::sort(h_label.begin(), h_label.end(), std::greater<>{});