Add heu processor library files (for secure boost scheme phase 2)

[shaojian-ant]

Add the heu library implementation for the processor interface of secure xgboost. The processor interface is defined in #10124. @ZiyueXu77 @trivialfis

The heu relative code is here, and work is still in progress.

[ZiyueXu77]

I wonder what's the specific purpose of introducing heu?

[trivialfis]

Hmm, may I get an introduction to this? I couldn't find any proposal for including a different library/dependency's complete source code into xgboost?

[da-niao-dan]

Hello,

In line with our conversations highlighted in Issue #9987 on the XGBoost repository, I would like to introduce HEU, an open source Homomorphic Encryption library. This library is integral to powering the secureboost feature within the SecretFlow project and boasts high-performance Partially Homomorphic Encryption (PHE) operations.

To facilitate this, we have developed a processor interface for HEU that aims to enhance the secureboost functionality currently implemented in XGBoost. We welcome you to test it out and benchmark its performance.

Please note that the pull request provided is a preliminary draft meant to showcase our ongoing efforts. We are not planning to merge this PR into XGBoost code. We are open to discussions on how best to seamlessly integrate this functionality into the existing XGBoost SecureBoost framework.

Thank you for considering this enhancement. Your feedback would be greatly appreciated!