[train] update XGBoost model format to UBJ

[matthewdeng]

Why are these changes needed?

Update checkpoint format to UBJ, which is the recommended format now according dmlc/xgboost#7547

Note: This is technically backward incompatible, in the sense that a checkpoint that was saved in the previous json format would not be able to be loaded in this new format.

Related issue number

Closes #41374

Checks

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    method in Tune, I've added it in doc/source/tune/api/ under the
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• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested :(

[justinvyu]

Should we make this backwards compatible for a release on the loading side?