[Breaking] Require file format to be specified in input URI. #9077
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Previously, we use
libsvm
as default when format is not specified. However, the dmlcdata parser is not particularly robust against errors, and the most common type of error
is undefined format.
Along with which, we will recommend users to use other data loader instead. We will
continue the maintenance of the parsers as it's currently used for many internal tests
including federated learning.
Close #9059 .