[EM] Compress dense ellpack. (#10821)

This helps reduce the memory copying needed for dense data. In addition, it helps reduce memory usage even if external memory is not used.

- Decouple the number of symbols needed in the compressor with the number of features when the data is dense.
- Remove the fetch call in the `at_end_` iteration.
- Reduce synchronization and kernel launches by using the `uvector` and ctx.

.gitignore

@@ -33,6 +33,7 @@ ipch
 *.filters
 *.user
 *log
+rmm_log.txt
 Debug
 *suo
 .Rhistory