More sklearn tag support. #14012

Job	Run time
Build CPU	14m 9s
Build CPU ARM64 + manylinux_2_28_aarch64 wheel	3m 51s
Build CUDA + manylinux_2_28_x86_64 wheel	10m 48s
Build CUDA with RMM	10m 37s
Build CUDA with RMM (dev)	10m 46s
Build GPU-enabled R package	14m 3s
Build manylinux2014_aarch64 wheel	3m 51s
Build manylinux2014_x86_64 wheel	3m 30s
Run Google Tests with GPUs (Suite gpu, Runner linux-amd64-gpu)	4m 30s
Run Google Tests with GPUs (Suite gpu-rmm, Runner linux-amd64-gpu)	4m 35s
Run Python tests (single-gpu)	6m 41s
Run Google Tests with GPUs (Suite mgpu, Runner linux-amd64-mgpu)	2m 40s
Run Python tests (multiple-gpu)	14m 44s
Run Python tests (cpu-amd64)	10m 52s
Run Python tests (cpu-arm64)	1m 29s
	1h 57m 6s

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