This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support for most of the data types along with tests.
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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>`_.