TEST-#7598: Allow xgboost to log to root. (#7599)

Our tests use older versions of xgboost that [log to the root
logger](https://github.com/dmlc/xgboost/blob/36eb41c960483c8b52b44082663c99e6a0de440a/python-package/xgboost/tracker.py#L382).

Resolves #7598

This PR won't trigger the xgboost tests on github actions, so I checked
that `pytest modin/tests/experimental/xgboost/ -n 12` passed locally.

Signed-off-by: sfc-gh-mvashishtha <mahesh.vashishtha@snowflake.com>

Author: sfc-gh-mvashishtha

modin/conftest.py

@@ -797,6 +797,12 @@ def clean_up_auto_backend_switching():
 
 @pytest.fixture(autouse=True)
 def assert_no_root_logging(caplog):
+    try:
+        import xgboost
+    except ImportError:
+        xgboost_path = None
+    else:
+        xgboost_path = os.path.dirname(xgboost.__file__)
     root_logger = logging.getLogger()
     # Capture logs at any level, i.e. at level >= logging.NOTSET.
     with caplog.at_level(logging.NOTSET):
@@ -805,5 +811,11 @@ def assert_no_root_logging(caplog):
     # caplog.get_records(when="call") instead of caplog.records:
     # https://github.com/pytest-dev/pytest/issues/4033
     assert not any(
-        record.name == root_logger.name for record in caplog.get_records(when="call")
+        record.name == root_logger.name
+        # Allow xgboost to log to root.
+        # TODO(https://github.com/modin-project/modin/issues/5194): Check
+        # whether we can remove this exception once we use a newer version of
+        # xgboost.
+        and not (xgboost_path is not None and record.pathname.startswith(xgboost_path))
+        for record in caplog.get_records(when="call")
     )