Fix missing `base_score` in xgboost regression

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Overview

Closes #3579

Description of the changes proposed in this pull request:

• initialize base_score for xgboost
• add test

Checklist

• [x] All pre-commit checks pass.
• [x] Unit tests added (if fixing a bug or adding a new feature)

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@connortann would be nice if we could get a new hotfix release when this is merged, since it seems to be needed by the community

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hmm, seems like our macos pipeline is failing due to xgboost errors. Haven't we had this before?