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[fea] Expose the arena mr to the Python interface. (#1711)
Close #830 . - Add the arena allocator to the public Python interface. - Small changes to the logger initialization to avoid exposing spdlog in the shared objects. Authors: - Jiaming Yuan (https://github.com/trivialfis) Approvers: - Lawrence Mitchell (https://github.com/wence-) - Vyas Ramasubramani (https://github.com/vyasr) URL: #1711
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