[jvm-packages] shade xgboost spark packages

[wbo4958]

This PR assembles xgboost4j.jar/xgboost4j-spark.jar into the existing xgboost4j-spark.jar and xgboost4j.jar/xgboost4j-spark.jar/xgboost4j-spark-gpu.jar into xgboost4j-spark-gpu.jar. So with this PR, user can use xgboost4j-spark.jar for xgboost cases without specifying the xgboost4j.jar explicitly. Similary to xgboost4j-spark-gpu.jar

[wbo4958]

I did the tests manually on the local standalone cluster for both scala 2.12 and scala 2.13. All of the tests passed without any issues.

[wbo4958]

Hi @eordentlich, @trivialfis, Could you help review this PR, thx.

[trivialfis]

I will leave the review to @eordentlich or @hcho3 .

[eordentlich]

Looks like documentation needs to be updated to match these changes:
https://xgboost.readthedocs.io/en/latest/jvm/xgboost_spark_migration.html#xgboost-spark-packages
https://xgboost.readthedocs.io/en/latest/install.html#jvm

[wbo4958]

Looks like documentation needs to be updated to match these changes: https://xgboost.readthedocs.io/en/latest/jvm/xgboost_spark_migration.html#xgboost-spark-packages https://xgboost.readthedocs.io/en/latest/install.html#jvm

I will have a follow up PR to update these completely.

[trivialfis]

I will have a follow up PR to update these completely.

Could you please open a tracking issue?