Not possible to set nthread parameter in MLJXGBoostInterface.XGBoostRegressor()

[dmahasen]

Hi,

I was trying to set the number of threads to use in fitting XGBoost Regression model. But it seems that MLJXGBoostInterface.XGBoostRegressor() does not accept nthread argument though underling xgboost() function in XGBoost.jl has nthread argument to limit the number of threads to use in model fitting.

I would be grateful to have this feature. #XGBoost

Thank you,

Mahasen Dehideniya

[ablaom]

Sounds like a good idea. If you have the expertise, I would be happy to expedite a PR to expose nthread.

[dmahasen]

I made the required changes. #13. :)