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This commit adds support for serializing XGBoost DMatrix and Booster objects.
DMatrix is an internal data structure, which is optimized for both memory
efficiency and training speed. It is not pickle-able so we should use its
own method. On the other hand, Booster, which is an XGBoost
model is pickle-able, but it's better to use its native method.
Similarly, we can use the corresponding load methods to load a DMatrix or
Booster object.
Signed-off-by: Dimitris Poulopoulos [email protected]