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[POC] Multi target tree. #5460

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[POC] Multi target tree. #5460

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trivialfis
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This is only a proof of concept implementation for exact tree method. For anything real we still have a long way to go.

Please ignore all changes in colmaker, it's not intended to be part of final PR.

@RAMitchell @hcho3

@trivialfis trivialfis requested a review from RAMitchell April 1, 2020 23:19
@trivialfis trivialfis force-pushed the multi branch 2 times, most recently from 6bc9ebb to f9909cf Compare April 6, 2020 14:24
trivialfis added a commit to trivialfis/xgboost that referenced this pull request Apr 9, 2020
Partly extracted from dmlc#5460.

* Fix GPU Hist feature importance.
@trivialfis trivialfis marked this pull request as draft April 10, 2020 00:47
* Added a new exact tree method.
* Specialize many utilities for it.
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