Philip Hyunsu Cho

 Now every test job will require a manual approval prior to running. This will significantly reduce our CI expenses.

Build status: * https://buildkite.com/xgboost/xgboost-ci/builds/57 * https://buildkite.com/xgboost/xgboost-ci-windows/builds/53

Merging this for now. I will closely monitor the CI for next 3 days (until Sep 10). If everything goes well, I will remove Jenkins

I like the idea of abstracting the AllReduce primitive to support multiple AllReduce backends, including NVFlare. One possible source of complication is the data sketching step, where workers exchange details...

A pull request is welcome.

I'm adding this feature to the feature request tracker: #3439. Hopefully, we can get to it some point.

@veonua See #3439.

Reopening for visibility.

@trivialfis Have you decided which of the two alternatives we'd be adopting?

You should remove the column names from the test matrix (`dtest`) by running ```R colnames(dtest)