Improve test coverage with predictor configuration. (#9354)

* Improve test coverage with predictor configuration.

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

src/data/gradient_index_format.cc

@@ -68,6 +68,7 @@ class GHistIndexRawFormat : public SparsePageFormat<GHistIndexMatrix> {
   }
 
   std::size_t Write(GHistIndexMatrix const& page, common::AlignedFileWriteStream* fo) override {
+    CHECK_NE(page.index.Size(), 0) << "Empty page is not supported.";
     std::size_t bytes = 0;
     bytes += WriteHistogramCuts(page.cut, fo);
     // indptr