[mt] Implement one-hot categorical feature for CPU hist. #14812

Job	Run time
Build libxgboost4j.so targeting glibc 2.17 (arch x86_64, runner linux-amd64-cpu)	2m 9s
Build and test JVM packages (windows-latest)	4m 42s
Configure variables for CI	10s
Build libxgboost4j.dylib for MacOS (Apple Silicon)	33s
Build libxgboost4j.so targeting glibc 2.17 (arch aarch64, runner linux-arm64-cpu)	2m 19s
Build and test JVM packages (macos-15-intel)	4m 14s
Build libxgboost4j.dylib for MacOS (Intel)	2m 16s
Build libxgboost4j.so with CUDA	2m 36s
Build and test JVM packages (Linux, Scala 2.13)	2m 38s
Build and test JVM packages (Linux, Scala 2.12)	2m 36s
Test JVM packages with CUDA (Scala ${{ matrix.scala_version }})	1s
Deploy JVM packages to S3 (${{ matrix.variant.name }}, Scala ${{ matrix.scala_version }})	1s
	24m 15s

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