The role of ProxyDMatrix is going beyond what it was designed. Now it's used by both QuantileDeviceDMatrix and inplace prediction. After the refactoring of sparse DMatrix it will also be used for external memory. Renaming the C API to extract it from QuantileDeviceDMatrix.
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XGBoost Python Package
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|PyPI version|
Installation
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From `PyPI <https://pypi.python.org/pypi/xgboost>`_
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For a stable version, install using ``pip``::
pip install xgboost
.. |PyPI version| image:: https://badge.fury.io/py/xgboost.svg
:target: http://badge.fury.io/py/xgboost
For building from source, see `build <https://xgboost.readthedocs.io/en/latest/build.html>`_.