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)

tests/cpp/tree/test_prediction_cache.cc

@@ -69,7 +69,7 @@ class TestPredictionCache : public ::testing::Test {
       std::unique_ptr<TreeUpdater> updater{TreeUpdater::Create(updater_name, ctx, &task)};
       RegTree tree;
       std::vector<RegTree*> trees{&tree};
-      auto gpair = GenerateRandomGradients(n_samples_);
+      auto gpair = GenerateRandomGradients(ctx, n_samples_, 1);
       tree::TrainParam param;
       param.UpdateAllowUnknown(Args{{"max_bin", "64"}});