Add use_rmm flag to global configuration (#6656)
* Ensure RMM is 0.18 or later * Add use_rmm flag to global configuration * Modify XGBCachingDeviceAllocatorImpl to skip CUB when use_rmm=True * Update the demo * [CI] Pin NumPy to 1.19.4, since NumPy 1.19.5 doesn't work with latest Shap
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@@ -22,6 +22,7 @@ Global Configuration
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The following parameters can be set in the global scope, using ``xgb.config_context()`` (Python) or ``xgb.set.config()`` (R).
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* ``verbosity``: Verbosity of printing messages. Valid values of 0 (silent), 1 (warning), 2 (info), and 3 (debug).
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* ``use_rmm``: Whether to use RAPIDS Memory Manager (RMM) to allocate GPU memory. This option is only applicable when XGBoost is built (compiled) with the RMM plugin enabled. Valid values are ``true`` and ``false``.
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******************
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General Parameters
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