Convert federated learner test into test suite. (#9018)

* Convert federated learner test into test suite.

- Add specialization to learning to rank.

tests/cpp/objective_helpers.h

@@ -0,0 +1,32 @@
+/**
+ * Copyright (c) 2023, XGBoost contributors
+ */
+#include <dmlc/registry.h>  // for Registry
+#include <gtest/gtest.h>
+#include <xgboost/objective.h>  // for ObjFunctionReg
+
+#include <algorithm>  // for transform
+#include <iterator>   // for back_insert_iterator, back_inserter
+#include <string>     // for string
+#include <vector>     // for vector
+
+namespace xgboost {
+inline auto MakeObjNamesForTest() {
+  auto list = ::dmlc::Registry<::xgboost::ObjFunctionReg>::List();
+  std::vector<std::string> names;
+  std::transform(list.cbegin(), list.cend(), std::back_inserter(names),
+                 [](auto const* entry) { return entry->name; });
+  return names;
+}
+
+template <typename ParamType>
+inline std::string ObjTestNameGenerator(const ::testing::TestParamInfo<ParamType>& info) {
+  auto name = std::string{info.param};
+  // Name must be a valid c++ symbol
+  auto it = std::find(name.cbegin(), name.cend(), ':');
+  if (it != name.cend()) {
+    name[std::distance(name.cbegin(), it)] = '_';
+  }
+  return name;
+};
+}  // namespace xgboost