More tests for column split and vertical federated learning (#8985)

Added some more tests for the learner and fit_stump, for both column-wise distributed learning and vertical federated learning.

Also moved the `IsRowSplit` and `IsColumnSplit` methods from the `DMatrix` to the `MetaInfo` since in some places we only have access to the `MetaInfo`. Added a new convenience method `IsVerticalFederatedLearning`.

Some refactoring of the testing fixtures.

src/data/data.cc

@@ -704,7 +704,7 @@ void MetaInfo::Extend(MetaInfo const& that, bool accumulate_rows, bool check_col
 }
 
 void MetaInfo::SynchronizeNumberOfColumns() {
-  if (collective::IsFederated() && data_split_mode == DataSplitMode::kCol) {
+  if (IsVerticalFederated()) {
     collective::Allreduce<collective::Operation::kSum>(&num_col_, 1);
   } else {
     collective::Allreduce<collective::Operation::kMax>(&num_col_, 1);
@@ -770,6 +770,10 @@ void MetaInfo::Validate(std::int32_t device) const {
 void MetaInfo::SetInfoFromCUDA(Context const&, StringView, Json) { common::AssertGPUSupport(); }
 #endif  // !defined(XGBOOST_USE_CUDA)
 
+bool MetaInfo::IsVerticalFederated() const {
+  return collective::IsFederated() && IsColumnSplit();
+}
+
 using DMatrixThreadLocal =
     dmlc::ThreadLocalStore<std::map<DMatrix const *, XGBAPIThreadLocalEntry>>;