[EM] Compress dense ellpack.

[trivialfis]

This helps reduce the memory copying needed for dense data. In addition, it helps reduce memory usage even if external memory is not used.

• Decouple the number of symbols needed in the compressor with the number of features when the data is dense.
• Remove the fetch call in the at_end_ iteration.
• Reduce synchronization and kernel launches by using the uvector and ctx.

todos:

• Add tests.
• Perf check.

After this PR, we will:

• Extend the compression to relatively dense data. We might reuse the parameter sparse_threshold from the CPU hist.
• Tune the quantile sketching memory estimation to reduce memory usage.

[trivialfis]

cc @rongou .