Initial support for external memory in gradient index. (#7183)

* Add hessian to batch param in preparation of new approx impl.
* Extract a push method for gradient index matrix.
* Use span instead of vector ref for hessian in sketching.
* Create a binary format for gradient index.

src/tree/gpu_hist/gradient_based_sampler.cu

@@ -9,6 +9,7 @@
 
 #include <algorithm>
 #include <limits>
+#include <utility>
 
 #include "../../common/compressed_iterator.h"
 #include "../../common/random.h"
@@ -185,10 +186,10 @@ GradientBasedSample UniformSampling::Sample(common::Span<GradientPair> gpair, DM
 
 ExternalMemoryUniformSampling::ExternalMemoryUniformSampling(EllpackPageImpl const* page,
                                                              size_t n_rows,
-                                                             const BatchParam& batch_param,
+                                                             BatchParam batch_param,
                                                              float subsample)
     : original_page_(page),
-      batch_param_(batch_param),
+      batch_param_(std::move(batch_param)),
       subsample_(subsample),
       sample_row_index_(n_rows) {}
 
@@ -259,10 +260,10 @@ GradientBasedSample GradientBasedSampling::Sample(common::Span<GradientPair> gpa
 ExternalMemoryGradientBasedSampling::ExternalMemoryGradientBasedSampling(
     EllpackPageImpl const* page,
     size_t n_rows,
-    const BatchParam& batch_param,
+    BatchParam batch_param,
     float subsample)
     : original_page_(page),
-      batch_param_(batch_param),
+      batch_param_(std::move(batch_param)),
       subsample_(subsample),
       threshold_(n_rows + 1, 0.0f),
       grad_sum_(n_rows, 0.0f),