Prevent xgboost from splitting only on missing values
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Description
The xgboost documentation and papers that discuss how it works hints strongly that missing values are sent down the left or right branch _along with_ non-missing records. However, it is clear from the histogram splits that there are many cases where xgboost will send all of the missing data down one branch and the non-missing data down the other.
In our testing this has caused problems for monotonicity from an approximate feature contribution perspective. It is possible that a feature value with the maximum possible value is violating monotinicity because it is being grouped with all of the non-missing data.
Is there anyway to ensure that xgboost *never* sends only missing data down a branch?
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