Some Enhancements/modifications.

Three new parameters added

max_candidates (default=50):
After many splits the number of split-option for which one needs to calculate the resulting loss explodes. Now the number of possible options is changed from (t_try * possible options) to max(max_candidates , t_try * possible options ).
With this change the splits parameter can be set much higher because computational cost now only grows linearly instead of quadratic.

split_decay_rate (default=0.1):
Possible splits are initiated with age=0. Whenever a possible split becomes a split_candidate (i.e. it has been drawn when drawing max(max_candidates , t_try * possible options ) times) it ages by +1. The age of the single split-candidate that has actually minimal loss is reset to zero. A high decay rate means faster aging. split_decay_rate=0 results in no aging and therefore mimics the old behaviour.

delete_leaves (default=1):
Originally if a leaf is split with respect to a variable that is already part of the leaf, then the leaf is deleted/replaced by the newly created children. This is also the default behaviour now.
Additionally, one can choose delete_leaves=0. In this case leaves are never deleted. I.e., a split results always in two new leaves while still keeping the parent.

New behaviour of split_try

Before, split_try was determining how many split points to try out in each leaf of every split_candidate. Therefore the number of splits that have been tried out in a split_candidate was (number of leaves in split_candidate)*split_try.
With this change in every split_candidate, split_try combinations of leaves and split points are chosen. Hence the number of splits that are being tried out in a split_candidate is reduced to be just split_try.