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_updaters.py

@@ -1,5 +1,4 @@
 import testing as tm
-import unittest
 import pytest
 import xgboost as xgb
 import numpy as np
@@ -36,7 +35,7 @@ def train_result(param, dmat, num_rounds):
     return result
 
 
-class TestTreeMethod(unittest.TestCase):
+class TestTreeMethod:
     @given(exact_parameter_strategy, strategies.integers(1, 20),
            tm.dataset_strategy)
     @settings(deadline=None)