Add more tests and doc for QDM. (#10692)

tests/python/test_quantile_dmatrix.py

@@ -17,6 +17,7 @@ from xgboost.testing import (
 )
 from xgboost.testing.data import check_inf, np_dtypes
 from xgboost.testing.data_iter import run_mixed_sparsity
+from xgboost.testing.quantile_dmatrix import check_ref_quantile_cut
 
 
 class TestQuantileDMatrix:
@@ -266,6 +267,9 @@ class TestQuantileDMatrix:
             dm_results["dvalid"]["rmse"], qdm_results["valid"]["rmse"]
         )
 
+    def test_ref_quantile_cut(self) -> None:
+        check_ref_quantile_cut("cpu")
+
     def test_ref_dmatrix(self) -> None:
         rng = np.random.RandomState(1994)
         self.run_ref_dmatrix(rng, "hist", True)

tests/python/test_updaters.py

@@ -412,4 +412,4 @@ class TestTreeMethod:
     @pytest.mark.skipif(**tm.no_pandas())
     @pytest.mark.parametrize("tree_method", ["hist"])
     def test_get_quantile_cut(self, tree_method: str) -> None:
-        check_get_quantile_cut(tree_method)
+        check_get_quantile_cut(tree_method, "cpu")