Define multi-strategy parameter. (#8890)

tests/cpp/helpers.h

@@ -24,6 +24,7 @@
 #include "../../src/data/array_interface.h"
 #include "../../src/gbm/gbtree_model.h"
 #include "filesystem.h"  // dmlc::TemporaryDirectory
+#include "xgboost/linalg.h"
 
 #if defined(__CUDACC__)
 #define DeclareUnifiedTest(name) GPU ## name
@@ -461,7 +462,7 @@ inline LearnerModelParam MakeMP(bst_feature_t n_features, float base_score, uint
                                 int32_t device = Context::kCpuId) {
   size_t shape[1]{1};
   LearnerModelParam mparam(n_features, linalg::Tensor<float, 1>{{base_score}, shape, device},
-                           n_groups);
+                           n_groups, 1, MultiStrategy::kComposite);
   return mparam;
 }