Convert `DaskXGBClassifier.classes_` to an array (#8452)

---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>

python-package/xgboost/dask.py

@@ -73,6 +73,7 @@ from .core import (
     _deprecate_positional_args,
     _expect,
 )
+from .data import _is_cudf_ser, _is_cupy_array
 from .sklearn import (
     XGBClassifier,
     XGBClassifierBase,
@@ -1894,10 +1895,15 @@ class DaskXGBClassifier(DaskScikitLearnBase, XGBClassifierMixIn, XGBClassifierBa
         )
 
         # pylint: disable=attribute-defined-outside-init
-        if isinstance(y, (da.Array)):
+        if isinstance(y, da.Array):
             self.classes_ = await self.client.compute(da.unique(y))
         else:
             self.classes_ = await self.client.compute(y.drop_duplicates())
+        if _is_cudf_ser(self.classes_):
+            self.classes_ = self.classes_.to_cupy()
+        if _is_cupy_array(self.classes_):
+            self.classes_ = self.classes_.get()
+        self.classes_ = numpy.array(self.classes_)
         self.n_classes_ = len(self.classes_)
 
         if self.n_classes_ > 2: