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

tests/python-gpu/test_device_quantile_dmatrix.py

@@ -8,6 +8,7 @@ import xgboost as xgb
 from xgboost import testing as tm
 from xgboost.testing.data import check_inf
 from xgboost.testing.data_iter import run_mixed_sparsity
+from xgboost.testing.quantile_dmatrix import check_ref_quantile_cut
 
 sys.path.append("tests/python")
 import test_quantile_dmatrix as tqd
@@ -142,6 +143,9 @@ class TestQuantileDMatrix:
                 {"tree_method": "approx", "max_bin": max_bin}, Xy, num_boost_round=4
             )
 
+    def test_ref_quantile_cut(self) -> None:
+        check_ref_quantile_cut("cuda")
+
     @pytest.mark.skipif(**tm.no_cupy())
     def test_metainfo(self) -> None:
         import cupy as cp

tests/python-gpu/test_gpu_updaters.py

@@ -321,4 +321,4 @@ class TestGPUUpdaters:
 
     @pytest.mark.skipif(**tm.no_cudf())
     def test_get_quantile_cut(self) -> None:
-        check_get_quantile_cut("gpu_hist")
+        check_get_quantile_cut("hist", "cuda")