[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.

tests/cpp/common/test_common.cc

@@ -0,0 +1,19 @@
+/**
+ * Copyright 2024, XGBoost Contributors
+ */
+#include <gtest/gtest.h>
+
+#include "../../../src/common/common.h"
+
+namespace xgboost::common {
+TEST(Common, HumanMemUnit) {
+  auto name = HumanMemUnit(1024 * 1024 * 1024ul);
+  ASSERT_EQ(name, "1GB");
+  name = HumanMemUnit(1024 * 1024ul);
+  ASSERT_EQ(name, "1MB");
+  name = HumanMemUnit(1024);
+  ASSERT_EQ(name, "1KB");
+  name = HumanMemUnit(1);
+  ASSERT_EQ(name, "1B");
+}
+}  // namespace xgboost::common