[BUG] xgboost 1.7: ImportError: cannot import name 'rabit' from 'xgboost'

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**Describe the bug**
A clear and concise description of what the bug is.

```python
ctx = {'d115db169882b5c06d671c887024b11f_0': (array([[0.83104541, 0.80554386, 0.3985519 , ..., 0.72182508, 0.77294997,
...f43806cf2fd20aef4b6e34fc0468be5d_0': [b'DMLC_NUM_WORKER=1', b'DMLC_TRACKER_URI=127.0.0.1', b'DMLC_TRACKER_PORT=32911']}
op = XGBTrain

@classmethod
def execute(cls, ctx, op: "XGBTrain"):
if op.merge:
return super().execute(ctx, op)

> from xgboost import train, rabit
E ImportError: cannot import name 'rabit' from 'xgboost' (/home/vsts/miniconda/envs/test/lib/python3.9/site-packages/xgboost/__init__.py)

mars/learn/contrib/xgboost/train.py:167: ImportError
```

**To Reproduce**
To help us reproducing this bug, please provide information below:
1. Your Python version
2. The version of Mars you use
3. Versions of crucial packages, such as numpy, scipy and pandas
4. Full stack of the error.
5. Minimized code to reproduce the error.

**Expected behavior**
A clear and concise description of what you expected to happen.

**Additional context**
Add any other context about the problem here.

Start at mars/learn/contrib/xgboost/train.py:167 and reproduce the reported ImportError with Python 3.9 and xgboost 1.7. Inspect the XGBTrain execution path and its xgboost import assumptions. Done means the reported training path no longer raises this rabit import error.

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