DmitriiOGU

**Problem**: GarbageCollectorThread failure due to fitting (using optuna library to find hyperparameters like in [example](https://github.com/optuna/optuna-examples/blob/main/catboost/catboost_simple.py)) on sequential batches such as : ``` gbm = CatBoostClassifier(**param) for i in range(len(samples)): gbm.fit(...