diff --git a/include/xgboost/gbm.h b/include/xgboost/gbm.h
index d00f9ceaf..07758a524 100644
--- a/include/xgboost/gbm.h
+++ b/include/xgboost/gbm.h
@@ -9,7 +9,6 @@
 #define XGBOOST_GBM_H_
 
 #include <dmlc/registry.h>
-#include <dmlc/any.h>
 #include <xgboost/base.h>
 #include <xgboost/data.h>
 #include <xgboost/host_device_vector.h>
diff --git a/plugin/updater_oneapi/predictor_oneapi.cc b/plugin/updater_oneapi/predictor_oneapi.cc
index eafe83e19..59b170b28 100755
--- a/plugin/updater_oneapi/predictor_oneapi.cc
+++ b/plugin/updater_oneapi/predictor_oneapi.cc
@@ -1,23 +1,22 @@
 /*!
  * Copyright by Contributors 2017-2020
  */
+#include <any>  // for any
 #include <cstddef>
 #include <limits>
 #include <mutex>
 
+#include "../../src/common/math.h"
+#include "../../src/data/adapter.h"
+#include "../../src/gbm/gbtree_model.h"
+#include "CL/sycl.hpp"
 #include "xgboost/base.h"
 #include "xgboost/data.h"
+#include "xgboost/host_device_vector.h"
+#include "xgboost/logging.h"
 #include "xgboost/predictor.h"
 #include "xgboost/tree_model.h"
 #include "xgboost/tree_updater.h"
-#include "xgboost/logging.h"
-#include "xgboost/host_device_vector.h"
-
-#include "../../src/data/adapter.h"
-#include "../../src/common/math.h"
-#include "../../src/gbm/gbtree_model.h"
-
-#include "CL/sycl.hpp"
 
 namespace xgboost {
 namespace predictor {
@@ -200,7 +199,7 @@ class DeviceModelOneAPI {
 
     tree_beg_ = tree_begin;
     tree_end_ = tree_end;
-    num_group = model.learner_model_param->num_output_group; 
+    num_group = model.learner_model_param->num_output_group;
   }
 };
 
@@ -396,9 +395,9 @@ class PredictorOneAPI : public Predictor {
           out_preds->Size() == dmat->Info().num_row_);
   }
 
-  void InplacePredict(dmlc::any const &x, const gbm::GBTreeModel &model,
-                      float missing, PredictionCacheEntry *out_preds,
-                      uint32_t tree_begin, unsigned tree_end) const override {
+  void InplacePredict(std::any const& x, const gbm::GBTreeModel& model, float missing,
+                      PredictionCacheEntry* out_preds, uint32_t tree_begin,
+                      unsigned tree_end) const override {
     cpu_predictor->InplacePredict(x, model, missing, out_preds, tree_begin, tree_end);
   }
 
diff --git a/src/data/proxy_dmatrix.cuh b/src/data/proxy_dmatrix.cuh
index 38cbffe50..6ea858e7e 100644
--- a/src/data/proxy_dmatrix.cuh
+++ b/src/data/proxy_dmatrix.cuh
@@ -1,27 +1,24 @@
-/*!
- * Copyright 2021 XGBoost contributors
+/**
+ * Copyright 2021-2023 XGBoost contributors
  */
+#include <any>  // for any, any_cast
+
 #include "device_adapter.cuh"
 #include "proxy_dmatrix.h"
 
-namespace xgboost {
-namespace data {
+namespace xgboost::data {
 template <typename Fn>
 decltype(auto) Dispatch(DMatrixProxy const* proxy, Fn fn) {
   if (proxy->Adapter().type() == typeid(std::shared_ptr<CupyAdapter>)) {
-    auto value = dmlc::get<std::shared_ptr<CupyAdapter>>(
-        proxy->Adapter())->Value();
+    auto value = std::any_cast<std::shared_ptr<CupyAdapter>>(proxy->Adapter())->Value();
     return fn(value);
   } else if (proxy->Adapter().type() == typeid(std::shared_ptr<CudfAdapter>)) {
-    auto value = dmlc::get<std::shared_ptr<CudfAdapter>>(
-        proxy->Adapter())->Value();
+    auto value = std::any_cast<std::shared_ptr<CudfAdapter>>(proxy->Adapter())->Value();
     return fn(value);
   } else {
     LOG(FATAL) << "Unknown type: " << proxy->Adapter().type().name();
-    auto value = dmlc::get<std::shared_ptr<CudfAdapter>>(
-        proxy->Adapter())->Value();
+    auto value = std::any_cast<std::shared_ptr<CudfAdapter>>(proxy->Adapter())->Value();
     return fn(value);
   }
 }
-}  // namespace data
-}  // namespace xgboost
+}  // namespace xgboost::data
diff --git a/src/data/proxy_dmatrix.h b/src/data/proxy_dmatrix.h
index fa55a481f..7a15d6498 100644
--- a/src/data/proxy_dmatrix.h
+++ b/src/data/proxy_dmatrix.h
@@ -1,11 +1,10 @@
-/*!
- * Copyright 2020-2022, XGBoost contributors
+/**
+ * Copyright 2020-2023, XGBoost contributors
  */
 #ifndef XGBOOST_DATA_PROXY_DMATRIX_H_
 #define XGBOOST_DATA_PROXY_DMATRIX_H_
 
-#include <dmlc/any.h>
-
+#include <any>  // for any, any_cast
 #include <memory>
 #include <string>
 #include <utility>
@@ -15,8 +14,7 @@
 #include "xgboost/context.h"
 #include "xgboost/data.h"
 
-namespace xgboost {
-namespace data {
+namespace xgboost::data {
 /*
  * \brief A proxy to external iterator.
  */
@@ -44,7 +42,7 @@ class DataIterProxy {
  */
 class DMatrixProxy : public DMatrix {
   MetaInfo info_;
-  dmlc::any batch_;
+  std::any batch_;
   Context ctx_;
 
 #if defined(XGBOOST_USE_CUDA)
@@ -115,9 +113,7 @@ class DMatrixProxy : public DMatrix {
     LOG(FATAL) << "Not implemented.";
     return BatchSet<ExtSparsePage>(BatchIterator<ExtSparsePage>(nullptr));
   }
-  dmlc::any Adapter() const {
-    return batch_;
-  }
+  std::any Adapter() const { return batch_; }
 };
 
 inline DMatrixProxy* MakeProxy(DMatrixHandle proxy) {
@@ -131,15 +127,13 @@ inline DMatrixProxy* MakeProxy(DMatrixHandle proxy) {
 template <typename Fn>
 decltype(auto) HostAdapterDispatch(DMatrixProxy const* proxy, Fn fn, bool* type_error = nullptr) {
   if (proxy->Adapter().type() == typeid(std::shared_ptr<CSRArrayAdapter>)) {
-    auto value =
-        dmlc::get<std::shared_ptr<CSRArrayAdapter>>(proxy->Adapter())->Value();
+    auto value = std::any_cast<std::shared_ptr<CSRArrayAdapter>>(proxy->Adapter())->Value();
     if (type_error) {
       *type_error = false;
     }
     return fn(value);
   } else if (proxy->Adapter().type() == typeid(std::shared_ptr<ArrayAdapter>)) {
-    auto value = dmlc::get<std::shared_ptr<ArrayAdapter>>(
-        proxy->Adapter())->Value();
+    auto value = std::any_cast<std::shared_ptr<ArrayAdapter>>(proxy->Adapter())->Value();
     if (type_error) {
       *type_error = false;
     }
@@ -154,6 +148,5 @@ decltype(auto) HostAdapterDispatch(DMatrixProxy const* proxy, Fn fn, bool* type_
         decltype(std::declval<std::shared_ptr<ArrayAdapter>>()->Value()))>();
   }
 }
-}  // namespace data
-}  // namespace xgboost
+}  // namespace xgboost::data
 #endif  // XGBOOST_DATA_PROXY_DMATRIX_H_
diff --git a/src/predictor/cpu_predictor.cc b/src/predictor/cpu_predictor.cc
index 288dc5fb0..4473173d2 100644
--- a/src/predictor/cpu_predictor.cc
+++ b/src/predictor/cpu_predictor.cc
@@ -1,9 +1,9 @@
 /**
  * Copyright 2017-2023 by XGBoost Contributors
  */
-#include <dmlc/any.h>
 #include <dmlc/omp.h>
 
+#include <any>  // for any, any_cast
 #include <cstddef>
 #include <limits>
 #include <mutex>
@@ -637,12 +637,12 @@ class CPUPredictor : public Predictor {
   }
 
   template <typename Adapter, size_t kBlockSize>
-  void DispatchedInplacePredict(dmlc::any const &x, std::shared_ptr<DMatrix> p_m,
+  void DispatchedInplacePredict(std::any const &x, std::shared_ptr<DMatrix> p_m,
                                 const gbm::GBTreeModel &model, float missing,
-                                PredictionCacheEntry *out_preds,
-                                uint32_t tree_begin, uint32_t tree_end) const {
+                                PredictionCacheEntry *out_preds, uint32_t tree_begin,
+                                uint32_t tree_end) const {
     auto const n_threads = this->ctx_->Threads();
-    auto m = dmlc::get<std::shared_ptr<Adapter>>(x);
+    auto m = std::any_cast<std::shared_ptr<Adapter>>(x);
     CHECK_EQ(m->NumColumns(), model.learner_model_param->num_feature)
         << "Number of columns in data must equal to trained model.";
     if (p_m) {
diff --git a/src/predictor/gpu_predictor.cu b/src/predictor/gpu_predictor.cu
index caf4b6bb4..ecd399e22 100644
--- a/src/predictor/gpu_predictor.cu
+++ b/src/predictor/gpu_predictor.cu
@@ -8,6 +8,7 @@
 #include <thrust/fill.h>
 #include <thrust/host_vector.h>
 
+#include <any>  // for any, any_cast
 #include <memory>
 
 #include "../common/bitfield.h"
@@ -741,13 +742,13 @@ class GPUPredictor : public xgboost::Predictor {
   }
 
   template <typename Adapter, typename Loader>
-  void DispatchedInplacePredict(dmlc::any const &x, std::shared_ptr<DMatrix> p_m,
-                                const gbm::GBTreeModel &model, float missing,
-                                PredictionCacheEntry *out_preds,
-                                uint32_t tree_begin, uint32_t tree_end) const {
+  void DispatchedInplacePredict(std::any const& x, std::shared_ptr<DMatrix> p_m,
+                                const gbm::GBTreeModel& model, float missing,
+                                PredictionCacheEntry* out_preds, uint32_t tree_begin,
+                                uint32_t tree_end) const {
     uint32_t const output_groups =  model.learner_model_param->num_output_group;
 
-    auto m = dmlc::get<std::shared_ptr<Adapter>>(x);
+    auto m = std::any_cast<std::shared_ptr<Adapter>>(x);
     CHECK_EQ(m->NumColumns(), model.learner_model_param->num_feature)
         << "Number of columns in data must equal to trained model.";
     CHECK_EQ(dh::CurrentDevice(), m->DeviceIdx())
diff --git a/tests/cpp/data/test_file_iterator.cc b/tests/cpp/data/test_file_iterator.cc
index 21029620b..31da2c1fa 100644
--- a/tests/cpp/data/test_file_iterator.cc
+++ b/tests/cpp/data/test_file_iterator.cc
@@ -1,8 +1,9 @@
-/*!
- * Copyright 2021 XGBoost contributors
+/**
+ * Copyright 2021-2023 XGBoost contributors
  */
 #include <gtest/gtest.h>
 
+#include <any>  // for any_cast
 #include <memory>
 
 #include "../../../src/data/adapter.h"
@@ -11,15 +12,14 @@
 #include "../filesystem.h"  // dmlc::TemporaryDirectory
 #include "../helpers.h"
 
-namespace xgboost {
-namespace data {
+namespace xgboost::data {
 TEST(FileIterator, Basic) {
   auto check_n_features = [](FileIterator *iter) {
     size_t n_features = 0;
     iter->Reset();
     while (iter->Next()) {
       auto proxy = MakeProxy(iter->Proxy());
-      auto csr = dmlc::get<std::shared_ptr<CSRArrayAdapter>>(proxy->Adapter());
+      auto csr = std::any_cast<std::shared_ptr<CSRArrayAdapter>>(proxy->Adapter());
       n_features = std::max(n_features, csr->NumColumns());
     }
     ASSERT_EQ(n_features, 5);
@@ -42,5 +42,4 @@ TEST(FileIterator, Basic) {
     check_n_features(&iter);
   }
 }
-}  // namespace data
-}  // namespace xgboost
+}  // namespace xgboost::data
diff --git a/tests/cpp/data/test_proxy_dmatrix.cu b/tests/cpp/data/test_proxy_dmatrix.cu
index a599ada6d..ab38f51bb 100644
--- a/tests/cpp/data/test_proxy_dmatrix.cu
+++ b/tests/cpp/data/test_proxy_dmatrix.cu
@@ -1,22 +1,24 @@
+/**
+ * Copyright 2020-2023 XGBoost contributors
+ */
 #include <gtest/gtest.h>
 #include <xgboost/host_device_vector.h>
+
+#include <any>  // for any_cast
 #include <memory>
-#include "../helpers.h"
+
 #include "../../../src/data/device_adapter.cuh"
 #include "../../../src/data/proxy_dmatrix.h"
+#include "../helpers.h"
 
-namespace xgboost {
-namespace data {
+namespace xgboost::data {
 TEST(ProxyDMatrix, DeviceData) {
   constexpr size_t kRows{100}, kCols{100};
   HostDeviceVector<float> storage;
-  auto data = RandomDataGenerator(kRows, kCols, 0.5)
-                  .Device(0)
-                  .GenerateArrayInterface(&storage);
+  auto data = RandomDataGenerator(kRows, kCols, 0.5).Device(0).GenerateArrayInterface(&storage);
   std::vector<HostDeviceVector<float>> label_storage(1);
-  auto labels = RandomDataGenerator(kRows, 1, 0)
-                    .Device(0)
-                    .GenerateColumnarArrayInterface(&label_storage);
+  auto labels =
+      RandomDataGenerator(kRows, 1, 0).Device(0).GenerateColumnarArrayInterface(&label_storage);
 
   DMatrixProxy proxy;
   proxy.SetCUDAArray(data.c_str());
@@ -24,23 +26,16 @@ TEST(ProxyDMatrix, DeviceData) {
 
   ASSERT_EQ(proxy.Adapter().type(), typeid(std::shared_ptr<CupyAdapter>));
   ASSERT_EQ(proxy.Info().labels.Size(), kRows);
-  ASSERT_EQ(dmlc::get<std::shared_ptr<CupyAdapter>>(proxy.Adapter())->NumRows(),
-            kRows);
-  ASSERT_EQ(
-      dmlc::get<std::shared_ptr<CupyAdapter>>(proxy.Adapter())->NumColumns(),
-      kCols);
+  ASSERT_EQ(std::any_cast<std::shared_ptr<CupyAdapter>>(proxy.Adapter())->NumRows(), kRows);
+  ASSERT_EQ(std::any_cast<std::shared_ptr<CupyAdapter>>(proxy.Adapter())->NumColumns(), kCols);
 
   std::vector<HostDeviceVector<float>> columnar_storage(kCols);
   data = RandomDataGenerator(kRows, kCols, 0)
-                    .Device(0)
-                    .GenerateColumnarArrayInterface(&columnar_storage);
+             .Device(0)
+             .GenerateColumnarArrayInterface(&columnar_storage);
   proxy.SetCUDAArray(data.c_str());
   ASSERT_EQ(proxy.Adapter().type(), typeid(std::shared_ptr<CudfAdapter>));
-  ASSERT_EQ(dmlc::get<std::shared_ptr<CudfAdapter>>(proxy.Adapter())->NumRows(),
-            kRows);
-  ASSERT_EQ(
-      dmlc::get<std::shared_ptr<CudfAdapter>>(proxy.Adapter())->NumColumns(),
-      kCols);
+  ASSERT_EQ(std::any_cast<std::shared_ptr<CudfAdapter>>(proxy.Adapter())->NumRows(), kRows);
+  ASSERT_EQ(std::any_cast<std::shared_ptr<CudfAdapter>>(proxy.Adapter())->NumColumns(), kCols);
 }
-}  // namespace data
-}  // namespace xgboost
+}  // namespace xgboost::data