add leaf example in R

R-package/demo/predict_leaf_indices.R

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+require(xgboost)
+# load in the agaricus dataset
+data(agaricus.train, package='xgboost')
+data(agaricus.test, package='xgboost')
+dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
+dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
+
+param <- list(max.depth=2,eta=1,silent=1,objective='binary:logistic')
+watchlist <- list(eval = dtest, train = dtrain)
+nround = 5
+
+# training the model for two rounds
+bst = xgb.train(param, dtrain, nround, watchlist)
+cat('start testing prediction from first n trees\n')
+labels <- getinfo(dtest,'label')
+
+### predict using first 2 tree
+pred_with_leaf = predict(bst, dtest, ntreelimit = 2, predleaf = TRUE)
+head(pred_with_leaf)
+# by default, we predict using all the trees
+pred_with_leaf = predict(bst, dtest, predleaf = TRUE)
+head(pred_with_leaf)