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/data/iterative_dmatrix.cc

@@ -257,6 +257,7 @@ void IterativeDMatrix::InitFromCPU(DataIterHandle iter_handle, float missing,
   }
   iter.Reset();
   CHECK_EQ(rbegin, Info().num_row_);
+  CHECK_EQ(this->ghist_->Features(), Info().num_col_);
 
   /**
    * Generate column matrix