Initial support for multi-target tree. (#8616)

* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.

src/c_api/c_api_utils.h

@@ -55,6 +55,7 @@ inline void CalcPredictShape(bool strict_shape, PredictionType type, size_t rows
       *out_dim = 2;
       shape.resize(*out_dim);
       shape.front() = rows;
+      // chunksize can be 1 if it's softmax
       shape.back() = std::min(groups, chunksize);
     }
     break;