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[FEA] Number of threads should be configurable in CPU nvForest #68

@hcho3

Description

@hcho3

Is your feature request related to a problem? Please describe.
Currently, the CPU nvForest uses the default number of OpenMP threads:

#pragma omp parallel num_threads(std::min(index_type(omp_get_max_threads()), task_count))
{
// Infer on each grove and chunk
#pragma omp for
for (auto task_index = index_type{}; task_index < task_count; ++task_index) {

Describe the solution you'd like
Users should be able to configure the number of CPU threads.

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