Optional XGBoost Support

Geni wraps XGBoost4J-Spark's estimators as ml/xgboost-classifier and ml/xgboost-regressor, and saves a trained model's native booster with ml/write-native-model!. XGBoost4J isn't one of Geni's dependencies: when it's on the classpath as zero-one.geni.ml loads, those functions use it, and otherwise they throw an error that says what to add.

Geni's XGBoost tests, in test-xgb/, use XGBoost4J 1.2.0 on Spark 3.5 and Scala 2.12:

{:deps {ml.dmlc/xgboost4j-spark_2.12 {:mvn/version "1.2.0"}
        ml.dmlc/xgboost4j_2.12       {:mvn/version "1.2.0"}}}

That version predates Spark 3.5, has no build for Scala 2.13 or Spark 4, and fails to train on Apple Silicon. It needs libgomp1 on Linux. The XGBoost tests don't run in CI, and Geni's defaults for the estimators' params come from XGBoost4J 1.2.

An example of using XGBoost for classification:

(require '[zero-one.geni.core :as g])
(require '[zero-one.geni.ml :as ml])

(def training (g/read-libsvm! "test/resources/sample_libsvm_data.txt"))

(def xgb-model
  (ml/fit training (ml/xgboost-classifier {:max-depth 2 :num-round 2})))

(-> training
    (ml/transform xgb-model)
    (g/select :label :probability)
    (g/limit 5)
    g/show)