Gradient boosting - Adapt tests to version xgboost=2; move xgboost/catboost to regular requirements #6570
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Issue
Xgboost released version 2.0.0, which changes some internal interfaces and breaks our tests.
Description of changes
Adapt tests to 2.0.0.
Also, now Xgboost packs Libomp in wheels for Macos (I think it was a primary reason for keeping Xgbosot and Catboost optional dependency). I suggest including both as a mandatory dependency. They are packed in Installers and part of a conda-forge package already/anyway.
Includes