[dask] Add shap tests.

[trivialfis]

• Add tests for contribution and interaction.
  * Add test for IO. Moved to Support _estimator_type. #6582
• Move mypy from github action file to makefile for easier local testing.

Related: #6568 .

I haven't been able to reproduce the particular error on referenced issue with cleanly trained model. Will keep it open for now.

[codecov-io]

Codecov Report

Merging #6575 (9e5a72d) into master (f5ff90c) will increase coverage by 0.02%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master    #6575      +/-   ##
==========================================
+ Coverage   80.21%   80.23%   +0.02%     
==========================================
  Files          13       13              
  Lines        3609     3613       +4     
==========================================
+ Hits         2895     2899       +4     
  Misses        714      714              

Impacted Files	Coverage Δ
python-package/xgboost/training.py	95.32% <0.00%> (-0.39%)	⬇️
python-package/xgboost/core.py	81.28% <0.00%> (+0.12%)	⬆️

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[hcho3]

I'm assuming that Dask sklearn doesn't support pred_contribs?

[trivialfis]

The skl API doesn't support contrib. Dask interface is just aligning with it.

[pseudotensor]

The skl API doesn't support contrib. Dask interface is just aligning with it.

Ya, but it's super trivial to add support, it's a bug in my view that it's not supported. It's literally just about adding arguments to predict and predict_proba and just passing that along in the existing lean wrapper.

[trivialfis]

Ya, but it's super trivial to add support, it's a bug in my view that it's not supported. It's literally just about adding arguments to predict and predict_proba and just passing that along in the existing lean wrapper.

We are making good progress I think.