This is for inferring shape with direct prediction (without DaskDMatrix).
There are a few things that requires known output shape before carrying out
actual prediction, including dask meta data, output dataframe columns.

* Infer output shape based on local prediction.
* Remove set param in predict function as it's not thread safe nor necessary as
we now let dask to decide the parallelism.
* Simplify prediction on `DaskDMatrix`.