Add support for dlpack, expose python docs for DeviceQuantileDMatrix (#5465)

tests/python-gpu/test_from_cupy.py

@@ -95,7 +95,7 @@ def _test_cupy_metainfo(DMatrixT):
     assert np.array_equal(dmat.get_uint_info('group_ptr'), dmat_cupy.get_uint_info('group_ptr'))
 
 
-class TestFromArrayInterface:
+class TestFromCupy:
     '''Tests for constructing DMatrix from data structure conforming Apache
 Arrow specification.'''
 
@@ -122,3 +122,17 @@ Arrow specification.'''
     @pytest.mark.skipif(**tm.no_cupy())
     def test_cupy_metainfo_device_dmat(self):
         _test_cupy_metainfo(xgb.DeviceQuantileDMatrix)
+
+    @pytest.mark.skipif(**tm.no_cupy())
+    def test_dlpack_simple_dmat(self):
+        import cupy as cp
+        n = 100
+        X = cp.random.random((n, 2))
+        xgb.DMatrix(X.toDlpack())
+
+    @pytest.mark.skipif(**tm.no_cupy())
+    def test_dlpack_device_dmat(self):
+        import cupy as cp
+        n = 100
+        X = cp.random.random((n, 2))
+        xgb.DeviceQuantileDMatrix(X.toDlpack())