Apache arrow support for I/O
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feature request
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Description
catboost version: 1.03
Operating System: ubuntu linux
I'm using the new and promising library [Polars](https://www.pola.rs/) for transforming my data, and my goal is to have as little memory impact as possible because of constraints. Would it be possible to support the apache arrow data format as an input for catboost? The underlying dictionary types fit perfect for categorical features.
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