[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.