[coll] Add comm group. (#9759)

- Implement `CommGroup` for double dispatching.
- Small cleanup to tracker for handling abort.

tests/cpp/plugin/federated/test_federated_comm_group.cc

@@ -0,0 +1,22 @@
+/**
+ * Copyright 2023, XGBoost Contributors
+ */
+#include <gtest/gtest.h>
+#include <xgboost/json.h>  // for Json
+
+#include "../../../../src/collective/comm_group.h"
+#include "../../helpers.h"
+#include "test_worker.h"
+
+namespace xgboost::collective {
+TEST(CommGroup, Federated) {
+  std::int32_t n_workers = common::AllVisibleGPUs();
+  TestFederatedGroup(n_workers, [&](std::shared_ptr<CommGroup> comm_group, std::int32_t r) {
+    Context ctx;
+    ASSERT_EQ(comm_group->Rank(), r);
+    auto const& comm = comm_group->Ctx(&ctx, DeviceOrd::CPU());
+    ASSERT_EQ(comm.TaskID(), std::to_string(r));
+    ASSERT_EQ(comm.Retry(), 2);
+  });
+}
+}  // namespace xgboost::collective