Rewrite sparse dmatrix using callbacks. (#7092)

- Reduce dependency on dmlc parsers and provide an interface for users to load data by themselves.
- Remove use of threaded iterator and IO queue.
- Remove `page_size`.
- Make sure the number of pages in memory is bounded.
- Make sure the cache can not be violated.
- Provide an interface for internal algorithms to process data asynchronously.

src/data/simple_dmatrix.cu

@@ -28,7 +28,7 @@ SimpleDMatrix::SimpleDMatrix(AdapterT* adapter, float missing, int nthread) {
   CHECK(!adapter->Next());
 
   info_.num_nonzero_ = CopyToSparsePage(adapter->Value(), adapter->DeviceIdx(),
-                                        missing, &sparse_page_);
+                                        missing, sparse_page_.get());
   info_.num_col_ = adapter->NumColumns();
   info_.num_row_ = adapter->NumRows();
   // Synchronise worker columns