Revamp the rabit implementation. (#10112)

This PR replaces the original RABIT implementation with a new one, which has already been partially merged into XGBoost. The new one features:
- Federated learning for both CPU and GPU.
- NCCL.
- More data types.
- A unified interface for all the underlying implementations.
- Improved timeout handling for both tracker and workers.
- Exhausted tests with metrics (fixed a couple of bugs along the way).
- A reusable tracker for Python and JVM packages.

tests/cpp/tree/hist/test_histogram.cc

@@ -33,6 +33,7 @@
 #include "../../../../src/tree/hist/histogram.h"          // for HistogramBuilder
 #include "../../../../src/tree/hist/param.h"              // for HistMakerTrainParam
 #include "../../categorical_helpers.h"                    // for OneHotEncodeFeature
+#include "../../collective/test_worker.h"                 // for TestDistributedGlobal
 #include "../../helpers.h"                                // for RandomDataGenerator, GenerateRa...
 
 namespace xgboost::tree {
@@ -300,8 +301,8 @@ TEST(CPUHistogram, BuildHist) {
 
 TEST(CPUHistogram, BuildHistColSplit) {
   auto constexpr kWorkers = 4;
-  RunWithInMemoryCommunicator(kWorkers, TestBuildHistogram, true, true, true);
-  RunWithInMemoryCommunicator(kWorkers, TestBuildHistogram, true, false, true);
+  collective::TestDistributedGlobal(kWorkers, [] { TestBuildHistogram(true, true, true); });
+  collective::TestDistributedGlobal(kWorkers, [] { TestBuildHistogram(true, false, true); });
 }
 
 namespace {