Fix R CRAN failures. (#7404)
* Remove hist builder dtor. * Initialize values. * Tolerance. * Remove the use of nthread in col maker.
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@@ -49,10 +49,10 @@ class SimpleDMatrix : public DMatrix {
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MetaInfo info_;
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// Primary storage type
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std::shared_ptr<SparsePage> sparse_page_ = std::make_shared<SparsePage>();
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std::shared_ptr<CSCPage> column_page_;
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std::shared_ptr<SortedCSCPage> sorted_column_page_;
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std::shared_ptr<EllpackPage> ellpack_page_;
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std::shared_ptr<GHistIndexMatrix> gradient_index_;
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std::shared_ptr<CSCPage> column_page_{nullptr};
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std::shared_ptr<SortedCSCPage> sorted_column_page_{nullptr};
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std::shared_ptr<EllpackPage> ellpack_page_{nullptr};
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std::shared_ptr<GHistIndexMatrix> gradient_index_{nullptr};
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BatchParam batch_param_;
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bool EllpackExists() const override {
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