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/predictor/test_cpu_predictor.cc

@@ -92,13 +92,10 @@ TEST(CpuPredictor, IterationRange) {
 }
 
 TEST(CpuPredictor, ExternalMemory) {
-  dmlc::TemporaryDirectory tmpdir;
-  std::string filename = tmpdir.path + "/big.libsvm";
-
   size_t constexpr kPageSize = 64, kEntriesPerCol = 3;
   size_t constexpr kEntries = kPageSize * kEntriesPerCol * 2;
 
-  std::unique_ptr<DMatrix> dmat = CreateSparsePageDMatrix(kEntries, kPageSize, filename);
+  std::unique_ptr<DMatrix> dmat = CreateSparsePageDMatrix(kEntries);
   auto lparam = CreateEmptyGenericParam(GPUIDX);
 
   std::unique_ptr<Predictor> cpu_predictor =