Allow blocking launch of federated tracker. (#10414)

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

plugin/example/custom_obj.cc

@@ -69,7 +69,7 @@ class MyLogistic : public ObjFunction {
 
   void SaveConfig(Json* p_out) const override {
     auto& out = *p_out;
-    out["name"] = String("my_logistic");
+    out["name"] = String("mylogistic");
     out["my_logistic_param"] = ToJson(param_);
   }