Deprecate the command line interface.

[trivialfis]

Currently, the CLI is rarely used as the vast majority of the users want access to the ecosystem of other language bindings. Even basic things like cross-validation are quite difficult to perform using the CLI.

For inference, there are low-latency options like inplace_predict with proper C API, not to mention third-party libraries like FIL that focus on model deployment.

I propose that we move on and deprecate the CLI in order to focus on more promising features.

[saxena-vinayak36]

can anyone tell me how to merge my pr with this?

[saxena-vinayak36]

I think I can contribute to this.

[trivialfis]

Hi @saxena-vinayak36 , this issue has already been closed.