Use matrix for gradient. (#9508)

- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)

src/tree/updater_sync.cc

@@ -31,7 +31,7 @@ class TreeSyncher : public TreeUpdater {
 
   [[nodiscard]] char const* Name() const override { return "prune"; }
 
-  void Update(TrainParam const*, HostDeviceVector<GradientPair>*, DMatrix*,
+  void Update(TrainParam const*, linalg::Matrix<GradientPair>*, DMatrix*,
               common::Span<HostDeviceVector<bst_node_t>> /*out_position*/,
               const std::vector<RegTree*>& trees) override {
     if (collective::GetWorldSize() == 1) return;