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/simple_dmatrix.cc

@@ -74,7 +74,7 @@ DMatrix* SimpleDMatrix::SliceCol(int num_slices, int slice_id) {
 }
 
 void SimpleDMatrix::ReindexFeatures() {
-  if (collective::IsFederated() && info_.data_split_mode == DataSplitMode::kCol) {
+  if (info_.IsVerticalFederated()) {
     std::vector<uint64_t> buffer(collective::GetWorldSize());
     buffer[collective::GetRank()] = info_.num_col_;
     collective::Allgather(buffer.data(), buffer.size() * sizeof(uint64_t));