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.
XGBoost Python Feature Walkthrough ================================== This is a collection of examples for using the XGBoost Python package.