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/python-gpu/test_from_cupy.py

@@ -50,9 +50,10 @@ def _test_from_cupy(DMatrixT):
     dmatrix_from_cupy(np.int32, DMatrixT, -2)
     dmatrix_from_cupy(np.int64, DMatrixT, -3)
 
-    with pytest.raises(Exception):
+    with pytest.raises(ValueError):
         X = cp.random.randn(2, 2, dtype="float32")
-        DMatrixT(X, label=X)
+        y = cp.random.randn(2, 2, 3, dtype="float32")
+        DMatrixT(X, label=y)
 
 
 def _test_cupy_training(DMatrixT):