xgboost4j-spark provides 2 sets of API for setting features, one for CPU, another for GPU, which may cause confusion.
This PR removes the GPU API and adds an override CPU function setFeaturesCol to accept Array[String] parameters.
* [CI] Clean up build for JVM packages
* Use correct path for saving native lib
* Fix groupId of maven-surefire-plugin
* Fix stashing of xgboost4j_jar_gpu
* [CI] Don't run xgboost4j-tester with GPU, since it doesn't use gpu_hist
