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-gpu/test_gpu_basic_models.py

@@ -1,15 +1,15 @@
 import sys
 import os
-import unittest
 import numpy as np
 import xgboost as xgb
+import pytest
 sys.path.append("tests/python")
 # Don't import the test class, otherwise they will run twice.
 import test_callback as test_cb  # noqa
 rng = np.random.RandomState(1994)
 
 
-class TestGPUBasicModels(unittest.TestCase):
+class TestGPUBasicModels:
     cputest = test_cb.TestCallbacks()
 
     def run_cls(self, X, y, deterministic):