Python 3.12 `xgboost.core.XGBoostError: Invalid Parameter format for nthread expect int but value='-1'` when `DMatrix` used with `import googlecloudprofiler`.

This issue was originally posted in `xgboost` repo https://github.com/dmlc/xgboost/issues/10224 .

Hi

I have a very peculiar error which happened when I've updated versions of Python and libs in project I'm working on.

Minimal example to reproduce the case is this:
```python
# file.py
import googlecloudprofiler
from xgboost import DMatrix

DMatrix([[]])
print("works")
```

```python
# requirements.txt
xgboost==2.0.3
google-cloud-profiler==4.1.0
#
numpy==1.26.4
scipy==1.13.0
google-api-python-client==2.125.0
google-auth==2.29.0
google-auth-httplib2==0.2.0
protobuf==4.25.3
requests==2.31.0
#
cachetools==5.3.3
certifi==2024.2.2
charset-normalizer==3.3.2
google-api-core==2.18.0
httplib2==0.22.0
idna==3.6
pyasn1==0.6.0
pyasn1_modules==0.4.0
pyparsing==3.1.2
rsa==4.9
uritemplate==4.1.1
urllib3==2.2.1
```

`Python 3.12.2`

Install with
```pip
pip install -r requirements.txt --no-deps
```
Run with
```bash
python file.py
```

Results in
```python
Traceback (most recent call last):
File "/project/path/file.py", line 4, in
DMatrix([[]])
File "/venv/path/lib/python3.12/site-packages/xgboost/core.py", line 730, in inner_f
return func(**kwargs)
^^^^^^^^^^^^^^
File "/venv/path/lib/python3.12/site-packages/xgboost/core.py", line 857, in __init__
handle, feature_names, feature_types = dispatch_data_backend(
^^^^^^^^^^^^^^^^^^^^^^
File "/venv/path/lib/python3.12/site-packages/xgboost/data.py", line 1081, in dispatch_data_backend
return _from_list(data, missing, threads, feature_names, feature_types)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/venv/path/lib/python3.12/site-packages/xgboost/data.py", line 1011, in _from_list
return _from_numpy_array(array, missing, n_threads, feature_names, feature_types)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/venv/path/lib/python3.12/site-packages/xgboost/data.py", line 207, in _from_numpy_array
_check_call(
File "/venv/path/lib/python3.12/site-packages/xgboost/core.py", line 282, in _check_call
raise XGBoostError(py_str(_LIB.XGBGetLastError()))
xgboost.core.XGBoostError: Invalid Parameter format for nthread expect int but value='-1'
```

To "solve" the problem remove `import googlecloudprofiler` from `file.py`. I really have no idea why just importing the lib causes this problem; it would make more sense after `googlecloudprofiler.start` is called.

Moreover the code works for `xgboost=1.7.6` and fails since `xgboost=2.0.0`.

Maintainer of `xgboost` mentioned
> loading the _profiler.cpython-312-x86_64-linux-gnu.so inside google profiler extension causes the error

https://github.com/dmlc/xgboost/issues/10224#issuecomment-2077751030

This is why I've opened issue here.