Accept numpy array for DMatrix slice index.

[trivialfis]

Close #6324 .

[hcho3]

LGTM. You should resolve the merge conflict, and we'll be good to go.

[codecov-io]

Codecov Report

Merging #6368 (37f21cf) into master (3c3f026) will not change coverage.
The diff coverage is 100.00%.

@@           Coverage Diff           @@
##           master    #6368   +/-   ##
=======================================
  Coverage   80.34%   80.34%           
=======================================
  Files          13       13           
  Lines        3552     3552           
=======================================
  Hits         2854     2854           
  Misses        698      698           

Impacted Files	Coverage Δ
python-package/xgboost/core.py	80.88% <100.00%> (ø)

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