Document for device ordinal. (#9398)

- Rewrite GPU demos. notebook is converted to script to avoid committing additional png plots.
- Add GPU demos into the sphinx gallery.
- Add RMM demos into the sphinx gallery.
- Test for firing threads with different device ordinals.

python-package/xgboost/sklearn.py

@@ -278,9 +278,15 @@ __model_doc = f"""
           without bias.
 
     device : Optional[str]
-        Device ordinal.
+
+        .. versionadded:: 2.0.0
+
+        Device ordinal, available options are `cpu`, `cuda`, and `gpu`.
+
     validate_parameters : Optional[bool]
+
         Give warnings for unknown parameter.
+
     enable_categorical : bool
 
         .. versionadded:: 1.5.0

python-package/xgboost/spark/estimator.py

@@ -144,8 +144,13 @@ class SparkXGBRegressor(_SparkXGBEstimator):
         .. deprecated:: 2.0.0
 
         Use `device` instead.
+
     device:
+
+        .. versionadded:: 2.0.0
+
         Device for XGBoost workers, available options are `cpu`, `cuda`, and `gpu`.
+
     force_repartition:
         Boolean value to specify if forcing the input dataset to be repartitioned
         before XGBoost training.
@@ -319,8 +324,13 @@ class SparkXGBClassifier(_SparkXGBEstimator, HasProbabilityCol, HasRawPrediction
         .. deprecated:: 2.0.0
 
         Use `device` instead.
+
     device:
+
+        .. versionadded:: 2.0.0
+
         Device for XGBoost workers, available options are `cpu`, `cuda`, and `gpu`.
+
     force_repartition:
         Boolean value to specify if forcing the input dataset to be repartitioned
         before XGBoost training.
@@ -497,8 +507,13 @@ class SparkXGBRanker(_SparkXGBEstimator):
         .. deprecated:: 2.0.0
 
         Use `device` instead.
+
     device:
+
+        .. versionadded:: 2.0.0
+
         Device for XGBoost workers, available options are `cpu`, `cuda`, and `gpu`.
+
     force_repartition:
         Boolean value to specify if forcing the input dataset to be repartitioned
         before XGBoost training.