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Request for improvement #2

@citron

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@citron

Hello
LightGBM/CatBoost/XGBoost offer the ability to play with non rescaled features with plenty of NaN in the dataset. This is specialy true when theses tools are invoked in FLAML which greatly simplifies their usage.
Do you plan to allow NaN in any cell from any column ? What is the impact of non rescaling data ?
Thanks

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