Egor Smirnov

@Ocean-Lua, thank you for reporting the issue, looks like a real problem. @masdevas, could you, please, look at this?

@Mergifyio rebase

/intelci: run

@pplonski, we implemented reducing memory consumption on CPU also in this PR https://github.com/dmlc/xgboost/pull/5334, but for 'hist' method only. It's included in master only for now, but I hope it will...

@m-r-munroe, it's interesting. What implementation of DTW do you (others) use? Some library?

It prints the message if you use env variable ```SKLEARNEX_VERBOSE=INFO```. Just unset this. Refer to the documentation: https://intel.github.io/scikit-learn-intelex/verbose.html

@eddiebergman, just to clarify, if sklearnex doesn't support some parameter (like ```entropy``` for RF) - it doesn't crash or skip this parameter. In this case the extension will just call...