Predict with QuantileDMatrix

[ldesreumaux]

With the current codebase, it is not possible to use Learner::Predict with a QuantileDMatrix to get leaf indices, feature contributions or feature interactions. The following error is raised:

xgboost/src/data/iterative_dmatrix.h

Lines 115 to 118 in 7ee10e3

	BatchSet<SparsePage> GetRowBatches() override {
	LOG(FATAL) << "Not implemented.";
	return BatchSet<SparsePage>(BatchIterator<SparsePage>(nullptr));
	}

Is there any plan to support these prediction types?

[trivialfis]

Yes, we are still working on this. For now, my priority is to make sure it can work with both CPU and GPU data: #8215 .