ebernhardson 169c983b5f [jvm-packages] Release dmatrix when no longer needed (#2436)
When using xgboost4j-spark I had executors getting killed much more
often than i would expect by yarn for overrunning their memory limits,
based on the memoryOverhead provided. It looks like a significant
amount of this is because dmatrix's were being created but not released,
because they were only released when the GC decided it was time to
cleanup the references.

Rather than waiting for the GC, relesae the DMatrix's when we know
they are no longer necessary.
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eXtreme Gradient Boosting

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XGBoost is an optimized distributed gradient boosting library designed to be highly efficient, flexible and portable. It implements machine learning algorithms under the Gradient Boosting framework. XGBoost provides a parallel tree boosting (also known as GBDT, GBM) that solve many data science problems in a fast and accurate way. The same code runs on major distributed environment (Hadoop, SGE, MPI) and can solve problems beyond billions of examples.

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© Contributors, 2016. Licensed under an Apache-2 license.

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Description
Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow
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