Use pytest conventions consistently (#6337)

* Do not derive from unittest.TestCase (not needed for pytest)

* assertRaises -> pytest.raises

* Simplify test_empty_dmatrix with test parametrization

* setUpClass -> setup_class, tearDownClass -> teardown_class

* Don't import unittest; import pytest

* Use plain assert

* Use parametrized tests in more places

* Fix test_gpu_with_sklearn.py

* Put back run_empty_dmatrix_reg / run_empty_dmatrix_cls

* Fix test_eta_decay_gpu_hist

* Add parametrized tests for monotone constraints

* Fix test names

* Remove test parametrization

* Revise test_slice to be not flaky

tests/python/test_plotting.py

@@ -3,7 +3,6 @@ import numpy as np
 import xgboost as xgb
 import testing as tm
 
-import unittest
 import pytest
 
 try:
@@ -20,7 +19,7 @@ pytestmark = pytest.mark.skipif(**tm.no_multiple(tm.no_matplotlib(),
 dpath = 'demo/data/agaricus.txt.train'
 
 
-class TestPlotting(unittest.TestCase):
+class TestPlotting:
     def test_plotting(self):
         m = xgb.DMatrix(dpath)
         booster = xgb.train({'max_depth': 2, 'eta': 1,