[CI] Stop Windows pipeline upon a failing pytest (#10003)

src/data/device_adapter.cuh

@@ -260,12 +260,10 @@ bool NoInfInData(AdapterBatchT const& batch, IsValidFunctor is_valid) {
   auto counting = thrust::make_counting_iterator(0llu);
   auto value_iter = dh::MakeTransformIterator<bool>(counting, [=] XGBOOST_DEVICE(std::size_t idx) {
     auto v = batch.GetElement(idx).value;
-    if (!is_valid(v)) {
-      // discard the invalid elements.
-      return true;
+    if (is_valid(v) && isinf(v)) {
+      return false;
     }
-    // check that there's no inf in data.
-    return !std::isinf(v);
+    return true;
   });
   dh::XGBCachingDeviceAllocator<char> alloc;
   // The default implementation in thrust optimizes any_of/none_of/all_of by using small

src/data/ellpack_page.cu

@@ -1,5 +1,5 @@
 /**
- * Copyright 2019-2023 by XGBoost contributors
+ * Copyright 2019-2024, XGBoost contributors
  */
 #include <thrust/iterator/discard_iterator.h>
 #include <thrust/iterator/transform_output_iterator.h>
@@ -13,7 +13,7 @@
 #include "../common/hist_util.cuh"
 #include "../common/transform_iterator.h"  // MakeIndexTransformIter
 #include "./ellpack_page.cuh"
-#include "device_adapter.cuh"  // for HasInfInData
+#include "device_adapter.cuh"  // for NoInfInData
 #include "ellpack_page.h"
 #include "gradient_index.h"
 #include "xgboost/data.h"

src/data/simple_dmatrix.cuh

@@ -1,5 +1,5 @@
 /**
- * Copyright 2019-2023 by XGBoost Contributors
+ * Copyright 2019-2024, XGBoost Contributors
  * \file simple_dmatrix.cuh
  */
 #ifndef XGBOOST_DATA_SIMPLE_DMATRIX_CUH_
@@ -11,7 +11,7 @@
 
 #include "../common/device_helpers.cuh"
 #include "../common/error_msg.h"  // for InfInData
-#include "device_adapter.cuh"     // for HasInfInData
+#include "device_adapter.cuh"     // for NoInfInData
 
 namespace xgboost::data {