CHANGELOG.md in xgb-0.3.1 vs CHANGELOG.md in xgb-0.4.0

@@ -1,4 +1,12 @@
+## 0.4.0 (2020-05-17)
+
+- Updated XGBoost to 1.1.0
+- Changed default `learning_rate` and `max_depth` for Scikit-Learn API to match Python
+- Added support for Rover
+- Improved performance of Numo datasets
+- Improved error message when OpenMP not found on Mac
+
 ## 0.3.1 (2020-04-16)
 
 - Added `feature_names` and `feature_types` to `DMatrix`
 - Added feature names to `dump`