Whether xgboost_requires needs to be changed
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Description
I'm sorry if I made a mistake in the place to post.
https://github.com/dask/dask-ml/blob/main/setup.py
Currently `dask-ml` depends on the following OSS when building with xgboost function:
```
xgboost_requires = ["dask-xgboost", "xgboost"]
```
https://github.com/dmlc/xgboost/blob/master/python-package/setup.py
However currently `xgboost` owns the `dask` option.
Does `xgboost_requires` need to be modified?
- `xgboost+dask` only
or
- `dask-xgboost` and `xgboost+dask`
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