Distributed data loading using Ray Data with XGBoost official (or XGBoost Sklearn) model

Hello guys,

I have a question. Is there any way to do distributed data loading using Ray Data for hyperparameter tuning task with XGBoost official (or XGBoost sklearn)?
I can not use xgboost_ray (or Ray Train) since it currently does not support for Windows.

Any help/idea would be much appreciated!

cc: @kai @Clark_Zinzow