[mlpack] Potential Proposal for GSoC 2021

[Anush Kini]

Hi Mlpack team,

I am Anush Kini. My GitHub handle is Abilityguy
<https://github.com/Abilityguy>.

I have been getting familiar with the code base for the last couple of
months.
I am planning to apply for GSoC 2021 and wanted some feedback on my project
proposal for the same.

I am building on the 'Improve mlpack's tree ensemble support' idea from the
wiki.
I would like to implement XGBoost and LightGBM algorithms. If the schedule
permits, I will look towards implementing CatBoost too.

Additionally, I would like to work on bringing some additional features to
the ensemble suite:
1. I would like to dip into 2619
<https://github.com/mlpack/mlpack/issues/2619> which aims to implement
regression support to Random Forests.
2. Implementing methods to get the impurity based feature importance
similar to the one in scikit-learn
<https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.RandomForestClassifier.html#sklearn.ensemble.RandomForestClassifier.feature_importances_>
.

Finally, I plan to supplement any new features implemented with tutorials
in mlpack/examples <https://github.com/mlpack/examples>.
Looking forward to hearing your opinions and suggestions.

Thanks & Regards,
Anush Kini
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