Reduce time for some multi-gpu tests (#8288)

* Faster dask tests

* Reuse AllReducer objects in tests.

* Faster boost from prediction tests.

* Use rmm dask fixture.

* Speed up dask demo.

* mypy

* Format with black.

* mypy

* Clang-tidy

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>

tests/python-gpu/test_gpu_demos.py

@@ -32,8 +32,5 @@ def test_categorical_demo():
 @pytest.mark.mgpu
 def test_dask_training():
     script = os.path.join(tm.PROJECT_ROOT, 'demo', 'dask', 'gpu_training.py')
-    cmd = ['python', script, '--ddqdm=1']
-    subprocess.check_call(cmd)
-
-    cmd = ['python', script, '--ddqdm=0']
-    subprocess.check_call(cmd)
+    cmd = ['python', script]
+    subprocess.check_call(cmd)