Validate out of range categorical value. (#7576)

* Use float in CPU categorical set to preserve the input value.
* Check out of range values.

tests/python-gpu/test_gpu_updaters.py

@@ -60,20 +60,9 @@ class TestGPUUpdaters:
         rounds = 4
         self.cputest.run_categorical_basic(rows, cols, rounds, cats, "gpu_hist")
 
+    @pytest.mark.skipif(**tm.no_cupy())
     def test_invalid_categorical(self):
-        import cupy as cp
-        rng = np.random.default_rng()
-        X = rng.normal(loc=0, scale=1, size=1000).reshape(100, 10)
-        y = rng.normal(loc=0, scale=1, size=100)
-
-        # Check is performe during sketching.
-        Xy = xgb.DMatrix(X, y, feature_types=["c"] * 10)
-        with pytest.raises(ValueError):
-            xgb.train({"tree_method": "gpu_hist"}, Xy)
-
-        X, y = cp.array(X), cp.array(y)
-        with pytest.raises(ValueError):
-            Xy = xgb.DeviceQuantileDMatrix(X, y, feature_types=["c"] * 10)
+        self.cputest.run_invalid_category("gpu_hist")
 
     @pytest.mark.skipif(**tm.no_cupy())
     @given(parameter_strategy, strategies.integers(1, 20),