3.0 release tracking issue.

[trivialfis]

• Check for invalid cuDF input. #11248
• Fix prediction perf with sparse QDM. #11250
• [doc] Update the iterator demo. #11222
• [jvm-packages] Supports external memory  #11186
• [EM] Update demos for new dependencies. #11234
• Add checks for invalid inputs for cv. #11255
• Fix init with scale pos weight. #11280
• Proposal for new R interface (discussion thread) #9734
• Move feature weight to skl parameters. #9506