Fix multi-output with alternating strategies. (#9933)

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Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

tests/python/test_basic_models.py

@@ -8,6 +8,7 @@ import pytest
 
 import xgboost as xgb
 from xgboost import testing as tm
+from xgboost.testing.updater import ResetStrategy
 
 dpath = tm.data_dir(__file__)
 
@@ -653,11 +654,6 @@ class TestModels:
         num_parallel_tree = 4
         num_boost_round = 16
 
-        class ResetStrategy(xgb.callback.TrainingCallback):
-            def after_iteration(self, model, epoch: int, evals_log) -> bool:
-                model.set_param({"multi_strategy": "multi_output_tree"})
-                return False
-
         booster = xgb.train(
             {
                 "num_parallel_tree": num_parallel_tree,