Initial support for federated learning (#7831)

Federated learning plugin for xgboost:
* A gRPC server to aggregate MPI-style requests (allgather, allreduce, broadcast) from federated workers.
* A Rabit engine for the federated environment.
* Integration test to simulate federated learning.

Additional followups are needed to address GPU support, better security, and privacy, etc.

plugin/CMakeLists.txt

@@ -40,3 +40,8 @@ if (PLUGIN_UPDATER_ONEAPI)
   # Add all objects of oneapi_plugin to objxgboost
   target_sources(objxgboost INTERFACE $<TARGET_OBJECTS:oneapi_plugin>)
 endif (PLUGIN_UPDATER_ONEAPI)
+
+# Add the Federate Learning plugin if enabled.
+if (PLUGIN_FEDERATED)
+  add_subdirectory(federated)
+endif (PLUGIN_FEDERATED)