[xgb] Cache HIGGS for CI

[richardliaw]

We should vendor this dataset to a S3 bucket. Here's an example of how we do this for MNIST dataset: f4b2dd9

[matthewdeng]

Created the ray-ci-higgs S3 bucket for this.

Implementation/usage of this bucket for CI tests is currently pending Ray Client multi-node data loading support:

• Modin: read_csv fails with multi-node Ray Client modin-project/modin#3179
• Dask: [Dask] dask_shuffle_optimization fails with Client mode #16406

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