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Extend Predictor API to support iterative scoring #26

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michalkurka
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This changes is inteded to support PR h2oai/h2o-3#6481

In the referenced PR we implement iterative XGBoost scoring.

Changes in this PR:

  • provide tree index when model is deserialized from booster - this way we can skip trees we don't need (that were applied in prior scoring iterations)
  • extend predictSingle API to allow predicting with a custom margin and outputing raw prediction (not transformed)
  • expose objective function

Can be used to make decisions about the trees (user-space code can eg.
decide to skip the trees for certain use cases - eg. iterative scoring).
@michalkurka
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@valenad1 I cleaned up the PR and improve test coverage. This is not ready for review.

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