Upgrade XGBoost to 1.6

[exalate-issue-sync]

(description in this Jira is related to XGBoost 1.3)

work started by [~accountid:5bd82be4216ccf49622e5137] but was not finished because of regression in XGB Performance on extermely sparse datasets (cox2 perf tests)
for cox2-small scoring this was mitigated with limiting native scoring to 1 thread
however training with full cox2 datasets is still much slower than with 1.2

PR: [https://github.com/h2oai/xgboost/pull/91|https://github.com/h2oai/xgboost/pull/91]
PR(core): [https://github.com//pull/5188/files|https://github.com//pull/5188/files]
BUILD: [http://jenkins:8080/view/H2O-3/job/h2o-3-xgboost4j-release-pipeline/job/honza%252Fmerge_1.3.0/|http://jenkins:8080/view/H2O-3/job/h2o-3-xgboost4j-release-pipeline/job/honza%252Fmerge_1.3.0/]

XGboost Issue [https://github.com/dmlc/xgboost/issues/6659|https://github.com/dmlc/xgboost/issues/6659|smart-link]

[h2o-ops]

JIRA Issue Details

Jira Issue: PUBDEV-8018
Assignee: Adam Valenta
Reporter: Adam Valenta
State: In Progress
Fix Version: 3.42.0.1
Attachments: N/A
Development PRs: Available

[h2o-ops]

Linked PRs from JIRA

#6664
#6704
#6705

[valenad1]

Implemented and part of 3.42