Multivariable regression on overlapping set of variables.

[guyguyguy1234]

I am not sure how difficult it would be to implement this. Is it possible to add a feature that would allow one to regress in the leaves only on a subset of features? E.g. if we have 3 features f1, f2, f3, the xgb trees are constructed by using features f1, f2 (or all of them) but the linear regression is done on features f2, f3 (notice the overlap).

Thanks.