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[R] Switch to xgb.train inside xgboost() when passing DMatrix and no "y" #11232

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david-cortes
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ref #9810
ref #9734 (comment)

This PR adds an ugly workaround for supporting cases in which xgboost() is called with an xgb.DMatrix containing the label field, since this used to work in previous versions.

Note: I'm dropping the PR here in case we need it for compatibility. Not yet sure if it this would be good to merge.

@bastistician
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Given this was a common error in reverse dependency checks, it seems prudent to catch that and at least give some advice to ease the changeover for users and developers. (I cannot comment on the specific fallback code.)

I'd also recommend making the (temporary) "xgboost.strict_mode" mechanism settable via an environment variable, so developers can enable it easily to test their packages, including when running R CMD check.

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