Implement sketching with Hessian on GPU. (#9399)

- Prepare for implementing approx on GPU.
- Unify the code path between weighted and uniform sketching on DMatrix.

src/data/ellpack_page.cu

@@ -131,7 +131,7 @@ EllpackPageImpl::EllpackPageImpl(Context const* ctx, DMatrix* dmat, const BatchP
   monitor_.Start("Quantiles");
   // Create the quantile sketches for the dmatrix and initialize HistogramCuts.
   row_stride = GetRowStride(dmat);
-  cuts_ = common::DeviceSketch(ctx->gpu_id, dmat, param.max_bin);
+  cuts_ = common::DeviceSketch(ctx, dmat, param.max_bin);
   monitor_.Stop("Quantiles");
 
   monitor_.Start("InitCompressedData");

src/data/gradient_index.cc

@@ -21,7 +21,7 @@ GHistIndexMatrix::GHistIndexMatrix() : columns_{std::make_unique<common::ColumnM
 
 GHistIndexMatrix::GHistIndexMatrix(Context const *ctx, DMatrix *p_fmat, bst_bin_t max_bins_per_feat,
                                    double sparse_thresh, bool sorted_sketch,
-                                   common::Span<float> hess)
+                                   common::Span<float const> hess)
     : max_numeric_bins_per_feat{max_bins_per_feat} {
   CHECK(p_fmat->SingleColBlock());
   // We use sorted sketching for approx tree method since it's more efficient in

src/data/gradient_index.h

@@ -160,7 +160,7 @@ class GHistIndexMatrix {
    * \brief Constrcutor for SimpleDMatrix.
    */
   GHistIndexMatrix(Context const* ctx, DMatrix* x, bst_bin_t max_bins_per_feat,
-                   double sparse_thresh, bool sorted_sketch, common::Span<float> hess = {});
+                   double sparse_thresh, bool sorted_sketch, common::Span<float const> hess = {});
   /**
    * \brief Constructor for Iterative DMatrix. Initialize basic information and prepare
    *        for push batch.

src/data/sparse_page_dmatrix.cu

@@ -25,8 +25,8 @@ BatchSet<EllpackPage> SparsePageDMatrix::GetEllpackBatches(Context const* ctx,
     cache_info_.erase(id);
     MakeCache(this, ".ellpack.page", cache_prefix_, &cache_info_);
     std::unique_ptr<common::HistogramCuts> cuts;
-    cuts = std::make_unique<common::HistogramCuts>(
-        common::DeviceSketch(ctx->gpu_id, this, param.max_bin, 0));
+    cuts =
+        std::make_unique<common::HistogramCuts>(common::DeviceSketch(ctx, this, param.max_bin, 0));
     this->InitializeSparsePage(ctx);  // reset after use.
 
     row_stride = GetRowStride(this);