Improve test coverage with predictor configuration. (#9354)

* Improve test coverage with predictor configuration.

- Test with ext memory.
- Test with QDM.
- Test with dart.

include/xgboost/context.h

@@ -9,9 +9,10 @@
 #include <xgboost/logging.h>    // for CHECK_GE
 #include <xgboost/parameter.h>  // for XGBoostParameter
 
-#include <cstdint>  // for int16_t, int32_t, int64_t
-#include <memory>   // for shared_ptr
-#include <string>   // for string, to_string
+#include <cstdint>      // for int16_t, int32_t, int64_t
+#include <memory>       // for shared_ptr
+#include <string>       // for string, to_string
+#include <type_traits>  // for invoke_result_t, is_same_v
 
 namespace xgboost {
 
@@ -152,6 +153,25 @@ struct Context : public XGBoostParameter<Context> {
     ctx.gpu_id = kCpuId;
     return ctx;
   }
+  /**
+   * @brief Call function based on the current device.
+   */
+  template <typename CPUFn, typename CUDAFn>
+  decltype(auto) DispatchDevice(CPUFn&& cpu_fn, CUDAFn&& cuda_fn) const {
+    static_assert(std::is_same_v<std::invoke_result_t<CPUFn>, std::invoke_result_t<CUDAFn>>);
+    switch (this->Device().device) {
+      case DeviceOrd::kCPU:
+        return cpu_fn();
+      case DeviceOrd::kCUDA:
+        return cuda_fn();
+      default:
+        // Do not use the device name as this is likely an internal error, the name
+        // wouldn't be valid.
+        LOG(FATAL) << "Unknown device type:" << static_cast<std::int16_t>(this->Device().device);
+        break;
+    }
+    return std::invoke_result_t<CPUFn>();
+  }
 
   // declare parameters
   DMLC_DECLARE_PARAMETER(Context) {

include/xgboost/predictor.h

@@ -6,24 +6,22 @@
  */
 #pragma once
 #include <xgboost/base.h>
-#include <xgboost/cache.h>  // DMatrixCache
+#include <xgboost/cache.h>    // for DMatrixCache
+#include <xgboost/context.h>  // for Context
 #include <xgboost/context.h>
 #include <xgboost/data.h>
 #include <xgboost/host_device_vector.h>
 
-#include <functional>  // std::function
-#include <memory>
+#include <functional>  // for function
+#include <memory>      // for shared_ptr
 #include <string>
-#include <thread>   // for get_id
 #include <utility>  // for make_pair
 #include <vector>
 
 // Forward declarations
-namespace xgboost {
-namespace gbm {
+namespace xgboost::gbm {
 struct GBTreeModel;
-}  // namespace gbm
-}  // namespace xgboost
+}  // namespace xgboost::gbm
 
 namespace xgboost {
 /**