[MODULE] - Active learner using xgboost

[FelixKirschKern]

Please describe the module you would like to add to bricks I suggest creating a brick that contains an active learner that makes use of the xgboost library. Alternatively, we could have a look into lightgbm if the xgboost package has performance issues. Both could offer an interesting alternative to logistic regression which we are using in most cases.