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Backport of #15183.

This should be added so we can test RBDT in the CI.
  * avoid warnings with opened file that is not closed

  * don't assume the number of features is in the `_features_count`
    attribute (that one doesn't exist with xgboost 2.0)

  * support the `"reg:squarederror"` target, which is the default
    regression target in xgboost 2.0
XGBoost has to be imported before ROOT to avoid crashes because of clashing
std::regexp symbols that are exported by cppyy.
See also: wlav/cppyy#227
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Test Results

    12 files      12 suites   2d 4h 27m 50s ⏱️
 2 585 tests  2 585 ✅ 0 💤 0 ❌
29 070 runs  29 070 ✅ 0 💤 0 ❌

Results for commit 407a29f.

@guitargeek guitargeek changed the title [v628][CI] Add xgboost and scikit-learn to requirements [v630][CI] Add xgboost and scikit-learn to requirements Apr 15, 2024
@guitargeek guitargeek merged commit 0695a33 into root-project:v6-30-00-patches Apr 15, 2024
@guitargeek guitargeek deleted the xgboost_v630 branch April 15, 2024 16:21
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