[EM] Enable access to the number of batches. (#10691)

- Expose `NumBatches` in `DMatrix`.
- Small cleanup for removing legacy CUDA stream and ~force CUDA context initialization~.
- Purge old external memory data generation code.

tests/cpp/tree/gpu_hist/test_gradient_based_sampler.cu

@@ -7,22 +7,18 @@
 #include "../../../../src/tree/gpu_hist/gradient_based_sampler.cuh"
 #include "../../../../src/tree/param.h"
 #include "../../../../src/tree/param.h"  // TrainParam
-#include "../../filesystem.h"            // dmlc::TemporaryDirectory
 #include "../../helpers.h"
 
 namespace xgboost::tree {
-void VerifySampling(size_t page_size,
-                    float subsample,
-                    int sampling_method,
-                    bool fixed_size_sampling = true,
-                    bool check_sum = true) {
+void VerifySampling(size_t page_size, float subsample, int sampling_method,
+                    bool fixed_size_sampling = true, bool check_sum = true) {
   constexpr size_t kRows = 4096;
   constexpr size_t kCols = 1;
-  size_t sample_rows = kRows * subsample;
+  bst_idx_t sample_rows = kRows * subsample;
+  bst_idx_t n_batches = fixed_size_sampling ? 1 : 4;
 
-  dmlc::TemporaryDirectory tmpdir;
-  std::unique_ptr<DMatrix> dmat(CreateSparsePageDMatrix(
-      kRows, kCols, kRows / (page_size == 0 ? kRows : page_size), tmpdir.path + "/cache"));
+  auto dmat = RandomDataGenerator{kRows, kCols, 0.0f}.Batches(n_batches).GenerateSparsePageDMatrix(
+      "temp", true);
   auto gpair = GenerateRandomGradients(kRows);
   GradientPair sum_gpair{};
   for (const auto& gp : gpair.ConstHostVector()) {
@@ -78,14 +74,12 @@ TEST(GradientBasedSampler, NoSamplingExternalMemory) {
   constexpr size_t kRows = 2048;
   constexpr size_t kCols = 1;
   constexpr float kSubsample = 1.0f;
-  constexpr size_t kPageSize = 1024;
 
   // Create a DMatrix with multiple batches.
-  dmlc::TemporaryDirectory tmpdir;
-  std::unique_ptr<DMatrix> dmat(
-      CreateSparsePageDMatrix(kRows, kCols, kRows / kPageSize, tmpdir.path + "/cache"));
+  auto dmat =
+      RandomDataGenerator{kRows, kCols, 0.0f}.Batches(4).GenerateSparsePageDMatrix("temp", true);
   auto gpair = GenerateRandomGradients(kRows);
-  Context ctx{MakeCUDACtx(0)};
+  auto ctx = MakeCUDACtx(0);
   gpair.SetDevice(ctx.Device());
 
   auto param = BatchParam{256, tree::TrainParam::DftSparseThreshold()};