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_predict.py

@@ -1,5 +1,4 @@
 '''Tests for running inplace prediction.'''
-import unittest
 from concurrent.futures import ThreadPoolExecutor
 import numpy as np
 from scipy import sparse
@@ -66,7 +65,7 @@ def test_predict_leaf():
     run_predict_leaf('cpu_predictor')
 
 
-class TestInplacePredict(unittest.TestCase):
+class TestInplacePredict:
     '''Tests for running inplace prediction'''
     def test_predict(self):
         rows = 1000