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/federated/federated_server.h

@@ -0,0 +1,44 @@
+/*!
+ * Copyright 2022 XGBoost contributors
+ */
+#pragma once
+
+#include <federated.grpc.pb.h>
+
+#include <condition_variable>
+#include <mutex>
+
+namespace xgboost {
+namespace federated {
+
+class FederatedService final : public Federated::Service {
+ public:
+  explicit FederatedService(int const world_size) : world_size_{world_size} {}
+
+  grpc::Status Allgather(grpc::ServerContext* context, AllgatherRequest const* request,
+                         AllgatherReply* reply) override;
+
+  grpc::Status Allreduce(grpc::ServerContext* context, AllreduceRequest const* request,
+                         AllreduceReply* reply) override;
+
+  grpc::Status Broadcast(grpc::ServerContext* context, BroadcastRequest const* request,
+                         BroadcastReply* reply) override;
+
+ private:
+  template <class Request, class Reply, class RequestFunctor>
+  grpc::Status Handle(Request const* request, Reply* reply, RequestFunctor const& functor);
+
+  int const world_size_;
+  int received_{};
+  int sent_{};
+  std::string buffer_{};
+  uint64_t sequence_number_{};
+  mutable std::mutex mutex_;
+  mutable std::condition_variable cv_;
+};
+
+void RunServer(int port, int world_size, char const* server_key_file, char const* server_cert_file,
+               char const* client_cert_file);
+
+}  // namespace federated
+}  // namespace xgboost