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.

tests/cpp/common/test_hist_util.h

@@ -83,7 +83,7 @@ inline std::shared_ptr<DMatrix> GetExternalMemoryDMatrixFromData(
   }
   fo.close();
   return std::shared_ptr<DMatrix>(DMatrix::Load(
-      tmp_file + "#" + tmp_file + ".cache", true, false, "auto", page_size));
+      tmp_file + "#" + tmp_file + ".cache", true, false, "auto"));
 }
 
 // Test that elements are approximately equally distributed among bins