Nightly Dask test failure on the CI.

[trivialfis]

https://buildkite.com/xgboost/xgboost-ci-nightly/builds/112#01918c85-4840-4c49-a56b-d6925b74c5ac
test_dask_dataframe

/opt/miniforge/envs/gpu_test/lib/python3.10/site-packages/pandas/core/construction.py:818:
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
arr = [0, 1, 2, 3, 4, 5, ...], dtype = dtype('int64')
    def maybe_cast_to_integer_array(arr: list | np.ndarray, dtype: np.dtype) -> np.ndarray:
        assert dtype.kind in "iu"
        try:
            if not isinstance(arr, np.ndarray):
                with warnings.catch_warnings():
                    # We already disallow dtype=uint w/ negative numbers
                    # (test_constructor_coercion_signed_to_unsigned) so safe to ignore.
                    if not np_version_gt2:
                        warnings.filterwarnings(
                            "ignore",
                            "NumPy will stop allowing conversion of "
                            "out-of-bound Python int",
                            DeprecationWarning,
                        )
>                   casted = np.asarray(arr, dtype=dtype)
E                   ValueError: invalid literal for int() with base 10: 'predict'

https://buildkite.com/xgboost/xgboost-ci-nightly/builds/113

Only tests with nightly packages is affected at the moment.