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Merge branch 'vertical-federated-learning' into SecureBoostP2 #36

Merge branch 'vertical-federated-learning' into SecureBoostP2

Merge branch 'vertical-federated-learning' into SecureBoostP2 #36

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1 error and 6 warnings

Test R on OS windows-latest, R release, Compiler mingw, Build autotools

failed Mar 15, 2024 in 7m 13s