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[DOCS] Document Fusion Algorithm #3109

@tqchen

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@tqchen

The new generic fusion algorithm is great and it would be even better if we can document the process so that others can easily come in and understand what is going on.

This is an issue calling for help in contributing such document to developer docs. There are already some inline comments that document the algorithm, but some formal examples and figures might help to make it even better

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