Previously, we use `libsvm` as default when format is not specified. However, the dmlc
data parser is not particularly robust against errors, and the most common type of error
is undefined format.
Along with which, we will recommend users to use other data loader instead. We will
continue the maintenance of the parsers as it's currently used for many internal tests
including federated learning.
* Do not derive from unittest.TestCase (not needed for pytest)
* assertRaises -> pytest.raises
* Simplify test_empty_dmatrix with test parametrization
* setUpClass -> setup_class, tearDownClass -> teardown_class
* Don't import unittest; import pytest
* Use plain assert
* Use parametrized tests in more places
* Fix test_gpu_with_sklearn.py
* Put back run_empty_dmatrix_reg / run_empty_dmatrix_cls
* Fix test_eta_decay_gpu_hist
* Add parametrized tests for monotone constraints
* Fix test names
* Remove test parametrization
* Revise test_slice to be not flaky
