Extract weighted quantile cut fixes from #12129 #3789

Job	Run time
Build 32-bit (i386)	2m 45s
Test Google C++ unittest (CPU Non-OMP)	1m 38s
Test installing XGBoost lib + building the C API demo	51s
Configure variables for CI	7s
Build docs for JVM packages	7m 0s
Build docs for the R package	4m 56s
Trigger Read The Docs build	9s
	17m 26s

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