Cleanup set info. (#10139)

- Use the array interface internally.
- Deprecate `XGDMatrixSetDenseInfo`.
- Deprecate `XGDMatrixSetUIntInfo`.
- Move the handling of `DataType` into the deprecated C function.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

tests/cpp/collective/test_allreduce.cc

@@ -3,6 +3,8 @@
  */
 #include <gtest/gtest.h>
 
+#include <numeric>  // for iota
+
 #include "../../../src/collective/allreduce.h"
 #include "../../../src/collective/coll.h"  // for Coll
 #include "../../../src/collective/tracker.h"

tests/cpp/collective/test_worker.h

@@ -1,11 +1,12 @@
 /**
- * Copyright 2023, XGBoost Contributors
+ * Copyright 2023-2024, XGBoost Contributors
  */
 #pragma once
 #include <gtest/gtest.h>
 
 #include <chrono>   // for seconds
 #include <cstdint>  // for int32_t
+#include <fstream>  // for ifstream
 #include <string>   // for string
 #include <thread>   // for thread
 #include <utility>  // for move