Builder couldn't be canceled.

[trivialfis]

Details

• Read the Docs project URL: https://xgboost.readthedocs.io/en/stable/
• Build URL (if applicable): https://readthedocs.org/projects/xgboost/builds/26846124/

Expected Result

Stop after I click the cancel button.

Actual Result

Hang.

Would be great if I can retrieve the logs as well