[MODULE] - Active learner using xgboost 

**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.

