[EM] Small fixes for the example

dmlc / xgboost

Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow

https://xgboost.readthedocs.io/en/stable/

Apache License 2.0

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[EM] Small fixes for the example #10929

Closed trivialfis closed 1 month ago

trivialfis commented 1 month ago

Setup rmm in the initializer.

trivialfis commented 1 month ago

cc @rongou