Gradient Boosting - Remove try/catch around imports

[PrimozGodec]

Issue

After #6570, try/catch around xgboost/catboost methods is not required anymore since packages are always installed

Description of changes

Remove try/catch around imports, skips in tests, and simplify parts of the code.

This PR also fix translations since the check is currently failing on the master.

Includes

• Code changes
• Tests
• Documentation

[markotoplak]

Come on, let's wait a bit with this so that we see if the added requirements create problems for anyone. I am making this a draft.

[PrimozGodec]

/rebase

[codecov]

Codecov Report

Merging #6584 (637f695) into master (7233533) will decrease coverage by 0.02%.
The diff coverage is 100.00%.

❗ Current head 637f695 differs from pull request most recent head 360b7b3. Consider uploading reports for the commit 360b7b3 to get more accurate results

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #6584      +/-   ##
==========================================
- Coverage   88.07%   88.05%   -0.02%     
==========================================
  Files         322      322              
  Lines       70254    70226      -28     
==========================================
- Hits        61874    61841      -33     
- Misses       8380     8385       +5     

[PrimozGodec]

I think it can be reviewed and merged now.

[markotoplak]

I'd wait with this a little bit now that newest xgboost version started not packing libomp again. Perhaps we should even think about dropping the requirement...