Extract dask and spark test into distributed test. (#8395)

- Move test files.
- Run spark and dask separately to prevent conflicts.
- Gather common code into the testing module.

tests/test_distributed/test_gpu_with_spark/discover_gpu.sh

@@ -0,0 +1,16 @@
+#!/bin/bash
+
+# This script is only made for running XGBoost tests on official CI where we have access
+# to a 4-GPU cluster, the discovery command is for running tests on a local machine where
+# the driver and the GPU worker might be the same machine for the ease of development.
+
+if ! command -v nvidia-smi &> /dev/null
+then
+    # default to 4 GPUs
+    echo "{\"name\":\"gpu\",\"addresses\":[\"0\",\"1\",\"2\",\"3\"]}"
+    exit
+else
+    # https://github.com/apache/spark/blob/master/examples/src/main/scripts/getGpusResources.sh
+    ADDRS=`nvidia-smi --query-gpu=index --format=csv,noheader | sed -e ':a' -e 'N' -e'$!ba' -e 's/\n/","/g'`
+    echo {\"name\": \"gpu\", \"addresses\":[\"$ADDRS\"]}
+fi