[BUG] XGBoost and LightGBM `model_class` fails on GPU

[sarahyurick]

Previously, I opened https://github.com/dask-contrib/dask-sql/issues/943 to investigate experiment_class failures on the GPU. Since then, I've also found that some XGBoost and LightGBM models (i.e., model_class) fail on the GPU.

IIRC, XGBClassifier and DaskXGBClassifier failed, while XGBRegressor worked. LGBMClassifier also failed, but I don't think I tested out any other LightGBM models.

See: https://github.com/dask-contrib/dask-sql/blob/98c42d50b42cfadbd2ddca3e13933cea2bd8ff55/tests/integration/test_model.py#L107