Jiaming Yuan 93c44a9a64 Move feature names and types of DMatrix from Python to C++. (#5858) ...

* Add thread local return entry for DMatrix.
* Save feature name and feature type in binary file.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

2020-07-07 09:40:13 +08:00

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