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Allowing Categorical Features in T/R Learners #825

Description

@portchester1989

Is your feature request related to a problem? Please describe.
When I have a categorical features in part of the dataset, it errors out even if I try to use XGBoost model eith enable_categorical_feature on.

Describe the solution you'd like
Adding CatBoost model, so that we can handle categorical feature.

Describe alternatives you've considered
using XGBRRegressor or XGBTRegressor with enable_categorical_feature on.

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