use dart and goss at the same time

[stanpcf]

Summary

Current version of lightgbm, there are four boosting algorithm: dart, goss, rf, gbdt. the first three inherit from gbdt and can't use them at the same time(for example use dart and goss at the same time).

Motivation

those boosting algorithm which are not mutually exclusive. such as useing dart and goss at the samee time will get better accuary and speed.

Description

References

[guolinke]

Closed in favor of being in #2302. We decided to keep all feature requests in one place.

Welcome to contribute to this feature! Please re-open this issue (or post a comment if you are not a topic starter) if you are actively working on implementing this feature.

[guolinke]

move the discussion to #3128