[train] Enforce xgboost>=1.7 for XGBoostTrainer usage (#44269)

`XGBoostTrainer` now relies on `xgboost.collective`, which was added in xgboost 1.7. Raise a warning if using a lower version.

Signed-off-by: Justin Yu <[email protected]>

python/ray/train/xgboost/xgboost_trainer.py

@@ -3,6 +3,7 @@
 from typing import Any, Dict, Optional
 
 import xgboost
+from packaging.version import Version
 
 import ray.train
 from ray.train import Checkpoint
@@ -152,6 +153,12 @@ def __init__(
  metadata: Optional[Dict[str, Any]] = None,
  **train_kwargs,
  ):
+ if Version(xgboost.__version__) < Version("1.7.0"):
+ raise ImportError(
+ "`XGBoostTrainer` requires the `xgboost` version to be >= 1.7.0. "
+ 'Upgrade with: `pip install -U "xgboost>=1.7"`'
+ )
+
  # TODO(justinvyu): [Deprecated] Remove in 2.11
  if dmatrix_params != _DEPRECATED_VALUE:
  raise DeprecationWarning(