[R] Checking whether DMatrix has field implies making full data copies of said field

[david-cortes]

Follow up from #9863
ref #9810

In methods such as print.xgb.DMatrix:

xgboost/R-package/R/xgb.DMatrix.R

Line 517 in 5623521

if (length(getinfo(x, 'label')) > 0) infos <- 'label'

The code checks whether a DMatrix has a given field by retrieving it.

This causes a full (maybe even two?) data copy of the underlying field being retrieved, but the data there is not used: it's only being checked that it exists.

Would be more efficient to use some way of checking that the DMatrix has a field taht would not involve copying all of the data in that field.

[trivialfis]

We don't have this method yet. For the print method you referenced, I think it's easy to just get all meta info and filter it by null values. We need all the available fields anyway.

As for the AFT PR, I think we can merge it for now, but wouldn't it be better for the long term that we can avoid processing the DMatrix and move toward the high-level interface? If so, we can just get the label/bounds from user inputs instead of the DMatrix.