Use XGBoost in SGX with Occlum

Step 1: Download XGBoost and its dependencies, and then build XGBoost

./build_xgboost.sh

When completed, the resulting XGBoost can be found in xgboost_src directory.

Step 2: To train data with XGBoost in a single process, run

make test

Step 3: To train data with a two-node XGBoost cluster, run

make test-local-cluster

Step 4 (Optional): To train data with XGBoost in a single process in Linux, run

make test-native