Enforce correct data shape. (#5191)

* Fix syncing DMatrix columns.
* notes for tree method.
* Enable feature validation for all interfaces except for jvm.
* Better tests for boosting from predictions.
* Disable validation on JVM.

jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/Booster.java

@@ -49,7 +49,7 @@ public class Booster implements Serializable, KryoSerializable {
    */
   Booster(Map<String, Object> params, DMatrix[] cacheMats) throws XGBoostError {
     init(cacheMats);
-    setParam("seed", "0");
+    setParam("validate_features", "0");
     setParams(params);
   }