monotonic constraints not working in xgboost_ray

[heyitsmui]

Was chatting with @krfricke about this in recent weeks, the monotonic constraints parameter doesn't seem to be working on xgboost_ray.

Steps to reproduce: Provided a notebook here which compares an open source xgboost model vs. open source xgboost_ray trained model, with monotonicity enabled for certain features. debug_xgboost_ray_monotonic_constraints (1).pdf

What do we expect: Monotonicity should be enforced. EG in the notebook above,

In this plot, the first subplot should be strictly monotonically increasing as the x-axis increases but we see a dip at the beginning when x ~= 0.5ish