Cleanup RABIT. (#6290)

* Remove recovery and MPI speed tests.
* Remove readme.
* Remove Python binding.
* Add checks in C API.

src/data/data.cc

@@ -714,8 +714,7 @@ DMatrix* DMatrix::Load(const std::string& uri,
   /* sync up number of features after matrix loaded.
    * partitioned data will fail the train/val validation check
    * since partitioned data not knowing the real number of features. */
-  rabit::Allreduce<rabit::op::Max>(&dmat->Info().num_col_, 1, nullptr,
-    nullptr, fname.c_str());
+  rabit::Allreduce<rabit::op::Max>(&dmat->Info().num_col_, 1);
   // backward compatiblity code.
   if (!load_row_split) {
     MetaInfo& info = dmat->Info();