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_ranking.py

@@ -1,16 +1,15 @@
 import numpy as np
 import xgboost
 import os
-import unittest
 import itertools
 import shutil
 import urllib.request
 import zipfile
 
 
-class TestRanking(unittest.TestCase):
+class TestRanking:
     @classmethod
-    def setUpClass(cls):
+    def setup_class(cls):
         """
         Download and setup the test fixtures
         """
@@ -75,7 +74,7 @@ class TestRanking(unittest.TestCase):
                           'predictor': 'cpu_predictor'}
 
     @classmethod
-    def tearDownClass(cls):
+    def teardown_class(cls):
         """
         Cleanup test artifacts from download and unpacking
         :return: