[enc][dask] Avoid to_backend call. (#11665)

To make sure the data is partitioned as required.

Author: trivialfis

python-package/xgboost/testing/dask.py

@@ -348,11 +348,6 @@ def run(DMatrixT: Type[dxgb.DaskDMatrix]) -> None:
             da.from_array(y, chunks=(y.shape[0] // 8,)).persist(workers=to),
         )
 
-        if device == "cuda":
-            denc = denc.to_backend("cudf")
-            dreenc = dreenc.to_backend("cudf")
-            dy = dy.to_backend("cupy")
-
         Xy = create_dmatrix(DMatrixT, client, denc, dy, enable_categorical=True)
         Xy_valid = create_dmatrix(
             DMatrixT, client, dreenc, dy, enable_categorical=True, ref=Xy

tests/test_distributed/test_gpu_with_dask/test_gpu_with_dask.py

@@ -43,6 +43,7 @@
 
 try:
     import cudf
+    import dask
     import dask.dataframe as dd
     from dask import __version__ as dask_version
     from dask import array as da
@@ -596,7 +597,13 @@ def test_categorical(local_cuda_client: Client) -> None:
 
 @pytest.mark.skipif(**tm.no_dask_cudf())
 def test_recode(local_cuda_client: Client) -> None:
-    run_recode(local_cuda_client, "cuda")
+    with dask.config.set(
+        {
+            "array.backend": "cupy",
+            "dataframe.backend": "cudf",
+        }
+    ):
+        run_recode(local_cuda_client, "cuda")
 
 
 @pytest.mark.skipif(**tm.no_cupy())