Support building SimpleDMatrix from Arrow data format (#7512)

* Integrate with Arrow C data API.
* Support Arrow dataset.
* Support Arrow table.

Co-authored-by: Xiaochang Wu <xiaochang.wu@intel.com>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
Co-authored-by: Zhang Zhang <zhang.zhang@intel.com>

tests/ci_build/conda_env/aarch64_test.yml

@@ -26,6 +26,8 @@ dependencies:
 - awscli
 - numba
 - llvmlite
+- cffi
+- pyarrow
 - pip:
   - shap
   - awscli

tests/ci_build/conda_env/cpu_test.yml

@@ -33,6 +33,8 @@ dependencies:
 - numba
 - llvmlite
 - py-ubjson
+- cffi
+- pyarrow
 - pip:
   - shap
   - ipython                     # required by shap at import time.

tests/ci_build/conda_env/macos_cpu_test.yml

@@ -33,6 +33,8 @@ dependencies:
 - boto3
 - awscli
 - py-ubjson
+- cffi
+- pyarrow
 - pip:
   - sphinx_rtd_theme
   - datatable

tests/ci_build/conda_env/win64_cpu_test.yml

@@ -15,7 +15,8 @@ dependencies:
 - pytest
 - jsonschema
 - hypothesis
-- jsonschema
 - python-graphviz
 - pip
 - py-ubjson
+- cffi
+- pyarrow

tests/ci_build/conda_env/win64_test.yml

@@ -17,3 +17,5 @@ dependencies:
 - modin-ray
 - pip
 - py-ubjson
+- cffi
+- pyarrow