[backport] Fix scope of feature set pointers (#8850)#8972

Merged

trivialfis merged 1 commit intodmlc:release_1.7.0from trivialfis:backport-8850

Mar 26, 2023

+35

Commits on Mar 26, 2023

[backport] Fix scope of feature set pointers (dmlc#8850 )

RAMitchell
and
trivialfis
committed