NumPy 2.0 support

[jakirkham]

NumPy 2.0 is coming out soon ( numpy/numpy#24300 ). NumPy 2.0.0rc1 packages for conda & wheels came out 3 weeks back ( numpy/numpy#24300 (comment) )

To prepare for NumPy 2.0, it might be worthwhile to start testing against NumPy 2 in CI

NumPy has put out a migration guide. More details are in the release notes

If XGBoost make use of NumPy's C API (and produces wheels that use it), having a release of XGBoost with wheels built against NumPy 2.0.0rc1 would be helpful to ensure NumPy 1 & 2 compatible wheels (as wheels built against NumPy 1 won't be compatible with NumPy 2). More details in this NumPy 2 ABI doc

Also as NumPy is tracking ecosystem support for NumPy 2.0, it would be helpful to share XGBoost current support status in issue (with any plans): numpy/numpy#26191

[jakirkham]

cc @hcho3

[trivialfis]

Thank you for the heads up. Will do some tests, I think most of of XGBoost should be fine other than some removed symbols