[breaking] Remove the predictor param, allow fallback to prediction using DMatrix. (#9129)

- A `DeviceOrd` struct is implemented to indicate the device. It will eventually replace the `gpu_id` parameter.
- The `predictor` parameter is removed.
- Fallback to `DMatrix` when `inplace_predict` is not available.
- The heuristic for choosing a predictor is only used during training.

src/common/error_msg.h

@@ -6,6 +6,11 @@
 #ifndef XGBOOST_COMMON_ERROR_MSG_H_
 #define XGBOOST_COMMON_ERROR_MSG_H_
 
+#include <cinttypes>  // for uint64_t
+#include <limits>     // for numeric_limits
+
+#include "xgboost/base.h"  // for bst_feature_t
+#include "xgboost/logging.h"
 #include "xgboost/string_view.h"  // for StringView
 
 namespace xgboost::error {
@@ -33,5 +38,14 @@ constexpr StringView InconsistentMaxBin() {
   return "Inconsistent `max_bin`. `max_bin` should be the same across different QuantileDMatrix, "
          "and consistent with the Booster being trained.";
 }
+
+constexpr StringView UnknownDevice() { return "Unknown device type."; }
+
+inline void MaxFeatureSize(std::uint64_t n_features) {
+  auto max_n_features = std::numeric_limits<bst_feature_t>::max();
+  CHECK_LE(n_features, max_n_features)
+      << "Unfortunately, XGBoost does not support data matrices with "
+      << std::numeric_limits<bst_feature_t>::max() << " features or greater";
+}
 }  // namespace xgboost::error
 #endif  // XGBOOST_COMMON_ERROR_MSG_H_