This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support
for most of the data types along with tests.
* Support more input types for categorical data.
* Shorten the type name from "categorical" to "c".
* Tests for np/cp array and scipy csr/csc/coo.
* Specify the type for feature info.
* Support categorical data for dask functional interface and DQM.
* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.
* Get newer cupy.
* Deprecate LabelEncoder in XGBClassifier; skip LabelEncoder for cuDF/cuPy inputs
* Add unit tests for cuDF and cuPy inputs with XGBClassifier
* Fix lint
* Clarify warning
* Move use_label_encoder option to XGBClassifier constructor
* Add a test for cudf.Series
* Add use_label_encoder to XGBRFClassifier doc
* Address reviewer feedback
