Add an explicit option to use RMM

[hcho3]

Moved from rapidsai/rmm#583.

We should ask the user to explicitly declare that they are using RMM allocator. The desired behavior is as follows:

• If use_rmm is set to True: XGBoost will use RMM allocator for every allocation, trusting the users to set a suitable device resource for good performance.
• If use_rmm is set to False: XGBoost will use CUB allocator as well as plain cudaMalloc(). We trust the users to remember setting use_rmm=True when they set up an RMM memory pool.
• use_rmm should be set to False by default.