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[c++][fix] Support Quantized Training with Categorical Features on CPU (
#6301) * support quantized training with categorical features on cpu * remove white spaces * add tests for quantized training with categorical features * skip tests for cuda version * fix cases when only 1 data block in row-wise quantized histogram construction with 8 inner bits * remove useless capture * fix compilation warnings revert useless changes * revert useless change * separate functions in feature histogram into cpp file * add feature_histogram.o in Makevars
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