Init estimation for regression. (#8272)

tests/ci_build/conda_env/linux_cpu_test.yml

@@ -0,0 +1,45 @@
+name: linux_cpu_test
+channels:
+- conda-forge
+dependencies:
+- python=3.8
+- cmake
+- c-compiler
+- cxx-compiler
+- ninja
+- pip
+- wheel
+- pyyaml
+- cpplint
+- pylint
+- numpy
+- scipy
+- scikit-learn
+- pandas
+- matplotlib
+- dask>=2022.6
+- distributed>=2022.6
+- python-graphviz
+- hypothesis>=6.46
+- astroid
+- sh
+- mock
+- pytest
+- pytest-timeout
+- pytest-cov
+- python-kubernetes
+- urllib3
+- jsonschema
+- boto3
+- awscli
+- py-ubjson
+- cffi
+- pyarrow
+- protobuf
+- cloudpickle
+- shap>=0.41
+- modin
+- pip:
+  - datatable
+  # TODO: Replace it with pyspark>=3.4 once 3.4 released.
+  - https://ml-team-public-read.s3.us-west-2.amazonaws.com/pyspark-3.4.0.dev0.tar.gz