dmlc parameter failed to parse small value.

Falsifying example: test_hist(
param={'alpha': 0.0,
'colsample_bylevel': 1.0,
'colsample_bytree': 1.0,
'eta': 0.25,
'gamma': 1.1754943552013452e-38,
'lambda': 1.0,
'max_depth': 1,
'min_child_weight': 1.0,
'nthread': 1,
'seed': 0},
hist_param={'grow_policy': 'lossguide',
'max_bin': 2,
'max_depth': 1,
'max_leaves': 0},
num_rounds=1,
dataset=calif_housing,
self=,
)

Found in the tests of https://github.com/dmlc/xgboost/pull/7937 .