monotonic constraints not working in xgboost_ray

[heyitsmui]

Was chatting with @krfricke about this in recent weeks, the monotonic constraints parameter doesn't seem to be working on xgboost_ray.

Steps to reproduce: Provided a notebook here which compares an open source xgboost model vs. open source xgboost_ray trained model, with monotonicity enabled for certain features.
debug_xgboost_ray_monotonic_constraints (1).pdf

What do we expect: Monotonicity should be enforced. EG in the notebook above,

In this plot, the first subplot should be strictly monotonically increasing as the x-axis increases but we see a dip at the beginning when x ~= 0.5ish

[heyitsmui]

XGBoost Ray Monotonic Constraints.ipynb.zip

attached the notebook in .ipynb format for convenience

[Yard1]

Hey @heyitsmui, I cannot reproduce this. I get the exact same plot from both xgboost and xgboost-ray (with 1 or 2 workers). I used your notebook and edited the saving of the second plot so it doesn't override the previous plot.