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.
The documentation of xgboost is generated with recommonmark and sphinx. You can build it locally by typing "make html" in this folder. Checkout https://recommonmark.readthedocs.org for guide on how to write markdown with extensions used in this doc, such as math formulas and table of content.