[breaking] Remove duplicated predict functions, Fix attributes IO.

[trivialfis]

• Use inheritance to remove duplicated code.
• Fix attributes not being restored.
• Rename all data to X. [breaking]

[hcho3]

This PR is only breaking for the users who specified the data argument as a keyword argument?

[trivialfis]

This PR is only breaking for the users who specified the data argument as a keyword argument?

Yes.

[trivialfis]

This is part of cleaning up the Python code base. #6594 is also used for cleaning up, but happens to fix an old hidden bug. One last big refactor is in #6591 . The goal is to bring the dask, sklearn and core modules together.

[trivialfis]

@hcho3 This turned up to be another fix for attributes like best_ntree_limit not being restored properly after reading model.

Update: Didn't recall that these things are not supposed to be saved. Worked on saving booster feature names and types. Need some time to get it done as removing feature name generation breaks quite a few things.

[codecov-io]

Codecov Report

Merging #6593 (a2635af) into master (03cd087) will decrease coverage by 0.11%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master    #6593      +/-   ##
==========================================
- Coverage   80.44%   80.33%   -0.12%     
==========================================
  Files          13       13              
  Lines        3657     3656       -1     
==========================================
- Hits         2942     2937       -5     
- Misses        715      719       +4     

Impacted Files	Coverage Δ
python-package/xgboost/core.py	81.57% <100.00%> (+0.13%)	⬆️
python-package/xgboost/sklearn.py	89.17% <100.00%> (-0.42%)	⬇️
python-package/xgboost/training.py	95.37% <100.00%> (+0.04%)	⬆️
python-package/xgboost/tracker.py	93.98% <0.00%> (-1.13%)	⬇️

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