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/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