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[Bug] xgboost version conflict #12009

@Sunny-Island

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@Sunny-Island

There are some changes in xgboost callbacks since xgboost 1.6.0. Some class and fucntion have been removed: dmlc/xgboost#7280
TVM still uses xgboost old callback function which has been deprecated since xgboost 1.3.0, which require 1.1.0< xgboost < 1.6.0. This should be decleared in install doc and setup.py. If users install latest xgboost, they will get an error: #11409

I can help upgrade callback function in xgboost cost model, or fix version conflict in doc and setup script. I wish to discuss with community members.

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