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Oracle 21c XGBoost "feature not supported"

XGBoost is a popular and award winning data mining algorithm.
Oracle has implemented it on Oracle 21c by way of an external module. (I think there is an R module behind the scenes). Oracle has re-used and integrated the open source code.
As such, XGBoost is perhaps somewhat different under-the-hood, than other Oracle data mining algorithms.
I have been running data mining algorithms in Oracle 19c (primarily using SVM and random forests) and have just upgraded to 21c and wanted to give XGBoost a try.
I am getting a strange error when running the CREATE_MODEL procedure.
ERROR at line 1:
ORA-40216: feature not supported
ORA-06512: at "SYS.DBMS_DATA_MINING", line 355
ORA-06512: at "SYS.DBMS_DATA_MINING", line 605
ORA-06512: at "SYS.DBMS_DATA_MINING", line 564
"Feature not supported" is quite vague and there is not much information on it.
It could be anything ranging from formatting and exporting the data to the R procedure, to some internal bug in the R procedure, to a whole host of other things.
I do know that the error occurs right away, within one second of calling CREATE_MODEL.
I am using quite a number of DM_NESTED_BINARY_DOUBLES objects in my data table. I don't know if that could be the issue.
If I had access to the Oracle source code, then I could probably find the error myself just by inspecting the code. Some programmer at Oracle has an "if statement" there somewhere and raises that error when a certain condition is not met. The problem would be so easy to solve if I had access to that source code. Probably take me 20 minutes to figure it out. But I do not. It is just this big black box.
Anyway, rather than porting my existing code, that works fine for Random Forests, I am going to have to create an extremely simple stand alone test case -- probably use a data table with 10 columns and 100 rows, and see if there error persists. Probably not. Then incrementally build up the complexity until I can reverse engineer the error. This is not the most efficient way to do things. What could have been 20 minutes is instead 3 or 4 hours. And that is only to find out what the bug is. Then to fix it, who knows.
Sorry for the rant. A generic error such as "feature not supported" simply gives me no information. Whoever programmed that should have done a better job with that error message.
Thank you,
Answers
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I create an extremely simple test case (attached).
It creates a data table with random data and creates a setting table and then calls the mining function.
The error is easily reproducible.
I am begging to wonder whether or not Oracle has implemented xgboost in Oracle 21c on Windows at all.
I have a feeling that maybe that is the issue. There is no xgboost on Windows.
The parameters in my test case are so simple, that there is not too many ways to make it more simple.
If this test case won't work, then no xgboost will work.
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I wonder if the issue is that I have not installed the "Oracle R Distribution" or the "Oracle R Enterprise"