Reenable the support for label encoder.
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feature-request
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Description
We used to have sklearn label encoder in the sklearn interface but removed it for consistency and wider data type support. This is a tracking issue to bring it back, but for all interfaces.
We might reuse some code from https://github.com/dmlc/xgboost/issues/11088 to handle discrete values.
Related:
- https://github.com/dmlc/xgboost/issues/9747
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