Initial support for multioutput regression. (#7514)

* Add num target model parameter, which is configured from input labels.
* Change elementwise metric and indexing for weights.
* Add demo.
* Add tests.

tests/cpp/data/test_metainfo.h

@@ -9,8 +9,9 @@
 #include <xgboost/linalg.h>
 
 #include <numeric>
-#include "../../../src/data/array_interface.h"
+
 #include "../../../src/common/linalg_op.h"
+#include "../../../src/data/array_interface.h"
 
 namespace xgboost {
 inline void TestMetaInfoStridedData(int32_t device) {