[FEATURE] xgboost.cv returns boosters and out-of-fold predictions in python.

Xgboost.cv python returns only a list of metrics calculated for each fold. This function is great for tuning a model but lacks the ability to return the base models (boosters) and o.o.f. predictions once they are all available inside the function.
Since R Xgboost.cv returns the base models would be great if python version does the same. Parameters like "return_booster" and "return_oof" would be great.