Mark flaky tests as XFAIL (#6299)

* Temporarily skip TestGPUUpdaters::test_categorical

* Temporarily skip test_boost_from_prediction[approx]

tests/python/test_with_dask.py

@@ -142,6 +142,9 @@ def test_dask_predict_shape_infer():
 
 @pytest.mark.parametrize("tree_method", ["hist", "approx"])
 def test_boost_from_prediction(tree_method):
+    if tree_method == 'approx':
+        pytest.xfail(reason='test_boost_from_prediction[approx] is flaky')
+
     from sklearn.datasets import load_breast_cancer
     X, y = load_breast_cancer(return_X_y=True)