[dask] Fix ddqdm with empty partition. (#7510)

* Fix empty partition.

* war.

src/data/data.cc

@@ -599,7 +599,7 @@ void MetaInfo::GetInfo(char const* key, bst_ulong* out_len, DataType dtype,
 }
 
 void MetaInfo::SetFeatureInfo(const char* key, const char **info, const bst_ulong size) {
-  if (size != 0) {
+  if (size != 0 && this->num_col_ != 0) {
     CHECK_EQ(size, this->num_col_)
         << "Length of " << key << " must be equal to number of columns.";
   }

src/data/device_adapter.cuh

@@ -39,7 +39,7 @@ class CudfAdapterBatch : public detail::NoMetaInfo {
 
  private:
   common::Span<ArrayInterface<1>> columns_;
-  size_t num_rows_;
+  size_t num_rows_{0};
 };
 
 /*!

src/data/simple_dmatrix.cu

@@ -16,8 +16,8 @@ namespace data {
 // be supported in future. Does not currently support inferring row/column size
 template <typename AdapterT>
 SimpleDMatrix::SimpleDMatrix(AdapterT* adapter, float missing, int nthread) {
-  auto device =
-      adapter->DeviceIdx() < 0 ? dh::CurrentDevice() : adapter->DeviceIdx();
+  auto device = (adapter->DeviceIdx() < 0 || adapter->NumRows() == 0) ? dh::CurrentDevice()
+                                                                      : adapter->DeviceIdx();
   CHECK_GE(device, 0);
   dh::safe_cuda(cudaSetDevice(device));