This PR rewrites the approx tree method to use codebase from hist for better performance and code sharing.
The rewrite has many benefits:
- Support for both `max_leaves` and `max_depth`.
- Support for `grow_policy`.
- Support for mono constraint.
- Support for feature weights.
- Support for easier bin configuration (`max_bin`).
- Support for categorical data.
- Faster performance for most of the datasets. (many times faster)
- Support for prediction cache.
- Significantly better performance for external memory.
- Unites the code base between approx and hist.
* Do not derive from unittest.TestCase (not needed for pytest)
* assertRaises -> pytest.raises
* Simplify test_empty_dmatrix with test parametrization
* setUpClass -> setup_class, tearDownClass -> teardown_class
* Don't import unittest; import pytest
* Use plain assert
* Use parametrized tests in more places
* Fix test_gpu_with_sklearn.py
* Put back run_empty_dmatrix_reg / run_empty_dmatrix_cls
* Fix test_eta_decay_gpu_hist
* Add parametrized tests for monotone constraints
* Fix test names
* Remove test parametrization
* Revise test_slice to be not flaky
* Use hypothesis
* Allow int64 array interface for groups
* Add packages to Windows CI
* Add to travis
* Make sure device index is set correctly
* Fix dask-cudf test
* appveyor
* Prevent empty quantiles
* Revise and improve unit tests for quantile hist
* Remove unnecessary comment
* Add #2943 as a test case
* Skip test if no sklearn
* Revise misleading comments
