[dask] Add type hints. (#6519)

* Add validate_features.
* Show type hints in doc.

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

doc/conf.py

@@ -94,6 +94,8 @@ extensions = [
     'recommonmark'
 ]
 
+autodoc_typehints = "description"
+
 graphviz_output_format = 'png'
 plot_formats = [('svg', 300), ('png', 100), ('hires.png', 300)]
 plot_html_show_source_link = False