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Reorganize the way catboost is used

Marco Clemencicrequested to merge
501-fix-for-catboost-1.2 into master

This changes the way some internal catboost sources are used in LHCb as they are not distributed anymore in LCG deployments of catboost.

In the reorganization of the code we also remove the duplication introduced with !3438 (merged).

Closes #501 (closed)

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