dotnet / dotnet/machinelearning-modelbuilder

Suggestion: Support multiple input files

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Feature request Reported by: Customer Stale
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Description

**Where is your data located?**
In some cases, dataset files a split to multiple files. For example, export is not always possible for full dataset from some SaaS Software. Some datasets are split to training and test set, or training+validation+test sets.

In both cases, it would be convenient to allow user to select multiple inputs files in Model Builder.

**Possible solution**
Enable selection of multiple files, and concatenate them. If one of the files has a header line, it likely could be expected all of them have.

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