Allow empty datasets in survival:aft objective and aft-nloglik metric

[hcho3]

Currently, survival:aft objective and aft-nloglik metric throws an error when an empty data matrix is passed in. Empty data matrix is a common occurrence when XGBoost is used with Dask, due to quirks in how Dask partitions the data matrix.

The AFT objective and metric should handle empty data matrices like other element-wise objective and metrics, such as reg:squarederror and logloss.

cc @trivialfis

[geetikasharma3119]

Hi @hcho3
I am trying to use xgboost's dask functionality with the survival AFT model with little success. Could you please point me to a toy example that demonstrates how to use dask for the AFT survival model?

[trivialfis]

@geetikasharma3119 Could you please open an issue and share the issues you have encountered? This way we know how to add documents and demos.

[hcho3]

@geetikasharma3119 I opened #6853 to add a demo for fitting AFT survival model with Dask.