Hi, I just wanted to let the community know there are now Ruby bindings with support for training (thanks to the C API). The library follows the Python API, with a few minor changes for Ruby conventions.
Announcement: https://ankane.org/xgboost-lightgbm-come-to-ruby
Code: https://github.com/ankane/xgb
Feel free to create an issue on the project if you have any feedback. Thanks!