CoxPH: Add "single_node_mode" for building CoxPH model

Description

We want to have an option to build model on a single node, this would be similar in behavior to "singe_node_mode" of DeepLearning and "build_tree_one_node" of DRF/GBM/XGB.

Assignee

Michal Kurka

Fix versions

Reporter

Michal Kurka

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Major
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