Cleanup Python GPU tests. (#9934)

* Cleanup Python GPU tests.

- Remove the use of `gpu_hist` and `gpu_id` in cudf/cupy tests.
- Move base margin test into the testing directory.

demo/guide-python/individual_trees.py

@@ -58,7 +58,7 @@ def individual_tree() -> None:
 
 
 def model_slices() -> None:
-    """Inference with each individual using model slices."""
+    """Inference with each individual tree using model slices."""
     X_train, y_train = load_svmlight_file(train)
     X_test, y_test = load_svmlight_file(test)
     Xy_train = xgb.QuantileDMatrix(X_train, y_train)