Jiaming Yuan 0715ab3c10
Use dlopen to load NCCL. (#9796)
This PR adds optional support for loading nccl with `dlopen` as an alternative of compile time linking. This is to address the size bloat issue with the PyPI binary release.
- Add CMake option to load `nccl` at runtime.
- Add an NCCL stub.

After this, `nccl` will be fetched from PyPI when using pip to install XGBoost, either by a user or by `pyproject.toml`. Others who want to link the nccl at compile time can continue to do so without any change.

At the moment, this is Linux only since we only support MNMG on Linux.
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2020-06-01 18:22:33 -07:00