Survival training with sklearn interface.
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feature-request
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Description
A tracking issue for survival training with sklearn interface. Related:
https://github.com/dmlc/xgboost/issues/6885#issuecomment-935542364
https://github.com/sebp/scikit-survival
https://xgboost.readthedocs.io/en/latest/tutorials/aft_survival_analysis.html
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