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.

tests/cpp/gbm/test_gbtree.cc

@@ -412,7 +412,7 @@ std::pair<Json, Json> TestModelSlice(std::string booster) {
     j++;
   }
 
-  // CHECK sliced model doesn't have dependency on old one
+  // CHECK sliced model doesn't have dependency on the old one
   learner.reset();
   CHECK_EQ(sliced->GetNumFeature(), kCols);