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Bring back distributed column training #1832

@AbdealiLoKo

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@AbdealiLoKo

It would be nice to have a method to train a model in distributed mode.
Currently, the only way to distribute the model training is by using colmaker, which loads the memory in all the nodes and does the split computation in a distributed manner.

It would be nice to have the distributed colmaker to also load up only chunks of the data (columnar chunks). This was users can have a distributed model training without binning.

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