Add sum_instance of each node

#1

Hi @hcho3,
Today, I reviewed this pr again https://github.com/dmlc/xgboost/pull/3452 .
Maybe I will finish it later with your proposal. But I’ m wonder “Since the content of node statistics vector gets dumped to a binary file, we cannot add a new field sum_instance without breaking backward compatibility.”
Can you explain more on why we cannot change the size of binary file. What the backward compatibility is ? Is it related to GPU?
Thank you!
Bests,
Yuanda

#2

In short, old versions of XGBoost must be able to read model files produced by latest version of XGBoost.

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