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[Improvement] Support of discrete vs continuous metadata + AddCutPoint() adaptation #5096

@DoanHuuJacques

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@DoanHuuJacques

Hi,

as per discussed in the close issue thread (#5095), give the possibility to provide per feature whether it's a continuous or discrete.

Indeed, XGBoost learning strategy can be adapted accordingly.
The typical benefit (mentioned in the above issue entry about AddCutPoint() method) is to apply the proper cut point strategy for either discrete or continuous feature, instead of relying on a predefined cardinality threshold (16).

Thanks

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