Native FLARE/XGB integration

[yanchengnv]

Description

This is the first version of FLARE/XGB integration, where interactions between XGB clients and server are done through FLARE messages. XGB client can run either in the same process with the FL client (CJ); or in a separate local process. Similarly XGB server can run in the same process with the FL server (SJ); or in a separate local process.

A mock XGB server/client is also provided to test the overall architecture and communication performance.

This version does not have secure XGB.

Types of changes

• Non-breaking change (fix or new feature that would not break existing functionality).
• Breaking change (fix or new feature that would cause existing functionality to change).
• New tests added to cover the changes.
• Quick tests passed locally by running ./runtest.sh.
• In-line docstrings updated.
• Documentation updated.

[nvidianz]

LGTM