Init estimation for regression. (#8272)

tests/ci_build/Dockerfile.cpu

@@ -36,10 +36,10 @@ RUN git clone -b v1.49.1 https://github.com/grpc/grpc.git \
     rm -rf grpc
 
 # Create new Conda environment
-COPY conda_env/cpu_test.yml /scripts/
-RUN mamba env create -n cpu_test --file=/scripts/cpu_test.yml && \
+COPY conda_env/linux_cpu_test.yml /scripts/
+RUN mamba env create -n linux_cpu_test --file=/scripts/linux_cpu_test.yml && \
     mamba clean --all && \
-    conda run --no-capture-output -n cpu_test pip install buildkite-test-collector
+    conda run --no-capture-output -n linux_cpu_test pip install buildkite-test-collector
 
 # Install lightweight sudo (not bound to TTY)
 RUN set -ex; \

tests/ci_build/conda_env/linux_cpu_test.yml

@@ -1,8 +1,12 @@
-name: cpu_test
+name: linux_cpu_test
 channels:
 - conda-forge
 dependencies:
 - python=3.8
+- cmake
+- c-compiler
+- cxx-compiler
+- ninja
 - pip
 - wheel
 - pyyaml
@@ -33,7 +37,7 @@ dependencies:
 - pyarrow
 - protobuf
 - cloudpickle
-- shap
+- shap>=0.41
 - modin
 - pip:
   - datatable

tests/ci_build/lint_python.py

@@ -146,13 +146,17 @@ def main(args: argparse.Namespace) -> None:
                 "tests/python/test_data_iterator.py",
                 "tests/python/test_dt.py",
                 "tests/python/test_quantile_dmatrix.py",
+                "tests/python/test_tree_regularization.py",
                 "tests/python-gpu/test_gpu_data_iterator.py",
+                "tests/ci_build/lint_python.py",
                 "tests/test_distributed/test_with_spark/",
                 "tests/test_distributed/test_gpu_with_spark/",
                 # demo
                 "demo/json-model/json_parser.py",
                 "demo/guide-python/cat_in_the_dat.py",
                 "demo/guide-python/categorical.py",
+                "demo/guide-python/feature_weights.py",
+                "demo/guide-python/sklearn_parallel.py",
                 "demo/guide-python/spark_estimator_examples.py",
                 # CI
                 "tests/ci_build/lint_python.py",
@@ -194,6 +198,7 @@ def main(args: argparse.Namespace) -> None:
                 "demo/json-model/json_parser.py",
                 "demo/guide-python/external_memory.py",
                 "demo/guide-python/cat_in_the_dat.py",
+                "demo/guide-python/feature_weights.py",
                 # tests
                 "tests/python/test_dt.py",
                 "tests/python/test_data_iterator.py",

tests/ci_build/test_python.sh

@@ -76,7 +76,7 @@ case "$suite" in
     ;;
 
   cpu)
-    source activate cpu_test
+    source activate linux_cpu_test
     set -x
     install_xgboost
     export RAY_OBJECT_STORE_ALLOW_SLOW_STORAGE=1