[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/data/proxy_dmatrix.cc

@@ -1,14 +1,13 @@
-/*!
- * Copyright 2021 by Contributors
+/**
+ * Copyright 2021-2023, XGBoost Contributors
  * \file proxy_dmatrix.cc
  */
 
 #include "proxy_dmatrix.h"
 
-namespace xgboost {
-namespace data {
-void DMatrixProxy::SetArrayData(char const *c_interface) {
-  std::shared_ptr<ArrayAdapter> adapter{new ArrayAdapter(StringView{c_interface})};
+namespace xgboost::data {
+void DMatrixProxy::SetArrayData(StringView interface_str) {
+  std::shared_ptr<ArrayAdapter> adapter{new ArrayAdapter{interface_str}};
   this->batch_ = adapter;
   this->Info().num_col_ = adapter->NumColumns();
   this->Info().num_row_ = adapter->NumRows();
@@ -25,5 +24,36 @@ void DMatrixProxy::SetCSRData(char const *c_indptr, char const *c_indices,
   this->Info().num_row_ = adapter->NumRows();
   this->ctx_.gpu_id = Context::kCpuId;
 }
-}  // namespace data
-}  // namespace xgboost
+
+namespace cuda_impl {
+std::shared_ptr<DMatrix> CreateDMatrixFromProxy(Context const *ctx,
+                                                std::shared_ptr<DMatrixProxy> proxy, float missing);
+#if !defined(XGBOOST_USE_CUDA)
+std::shared_ptr<DMatrix> CreateDMatrixFromProxy(Context const *, std::shared_ptr<DMatrixProxy>,
+                                                float) {
+  return nullptr;
+}
+#endif  // XGBOOST_USE_CUDA
+}  // namespace cuda_impl
+
+std::shared_ptr<DMatrix> CreateDMatrixFromProxy(Context const *ctx,
+                                                std::shared_ptr<DMatrixProxy> proxy,
+                                                float missing) {
+  bool type_error{false};
+  std::shared_ptr<DMatrix> p_fmat{nullptr};
+  if (proxy->Ctx()->IsCPU()) {
+    p_fmat = data::HostAdapterDispatch<false>(
+        proxy.get(),
+        [&](auto const &adapter) {
+          auto p_fmat =
+              std::shared_ptr<DMatrix>(DMatrix::Create(adapter.get(), missing, ctx->Threads()));
+          return p_fmat;
+        },
+        &type_error);
+  } else {
+    p_fmat = cuda_impl::CreateDMatrixFromProxy(ctx, proxy, missing);
+  }
+
+  return p_fmat;
+}
+}  // namespace xgboost::data