I am attempting to train models with GradientBoostingClassifier using categorical variables.
The following is a primitive code sample, just for trying to input categori
Sure it can handle it, you just have to encode the categorical variables as a separate step on the pipeline. Sklearn is perfectly capable of handling categorical variables as well as R or any other ML package. The R package is still (presumably) doing one-hot encoding behind the scenes, it just doesn't separate the concerns of encoding and fitting in this case (as it arguably should).