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.
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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>`_.