[R] Provide better guidance for persisting XGBoost model (#5964)

* [R] Provide better guidance for persisting XGBoost model

* Update saving_model.rst

* Add a paragraph about xgb.serialize()

R-package/R/utils.R

@@ -308,18 +308,64 @@ xgb.createFolds <- function(y, k = 10)
 #' @name xgboost-deprecated
 NULL
 
-#' Do not use saveRDS() for long-term archival of models. Use xgb.save() instead.
+#' Do not use \code{\link[base]{saveRDS}} or \code{\link[base]{save}} for long-term archival of
+#' models. Instead, use \code{\link{xgb.save}} or \code{\link{xgb.save.raw}}.
 #'
-#' It is a common practice to use the built-in \code{saveRDS()} function to persist R objects to
-#' the disk. While \code{xgb.Booster} objects can be persisted with \code{saveRDS()} as well, it
-#' is not advisable to use it if the model is to be accessed in the future. If you train a model
-#' with the current version of XGBoost and persist it with \code{saveRDS()}, the model is not
-#' guaranteed to be accessible in later releases of XGBoost. To ensure that your model can be
-#' accessed in future releases of XGBoost, use \code{xgb.save()} instead. For more details and
-#' explanation, consult the page
+#' It is a common practice to use the built-in \code{\link[base]{saveRDS}} function (or
+#' \code{\link[base]{save}}) to persist R objects to the disk. While it is possible to persist
+#' \code{xgb.Booster} objects using \code{\link[base]{saveRDS}}, it is not advisable to do so if
+#' the model is to be accessed in the future. If you train a model with the current version of
+#' XGBoost and persist it with \code{\link[base]{saveRDS}}, the model is not guaranteed to be
+#' accessible in later releases of XGBoost. To ensure that your model can be accessed in future
+#' releases of XGBoost, use \code{\link{xgb.save}} or \code{\link{xgb.save.raw}} instead.
+#'
+#' @details
+#' Use \code{\link{xgb.save}} to save the XGBoost model as a stand-alone file. You may opt into
+#' the JSON format by specifying the JSON extension. To read the model back, use
+#' \code{\link{xgb.load}}.
+#'
+#' Use \code{\link{xgb.save.raw}} to save the XGBoost model as a sequence (vector) of raw bytes
+#' in a future-proof manner. Future releases of XGBoost will be able to read the raw bytes and
+#' re-construct the corresponding model. To read the model back, use \code{\link{xgb.load.raw}}.
+#' The \code{\link{xgb.save.raw}} function is useful if you'd like to persist the XGBoost model
+#' as part of another R object.
+#'
+#' Note: Do not use \code{\link{xgb.serialize}} to store models long-term. It persists not only the
+#' model but also internal configurations and parameters, and its format is not stable across
+#' multiple XGBoost versions. Use \code{\link{xgb.serialize}} only for checkpointing.
+#'
+#' For more details and explanation about model persistence and archival, consult the page
 #' \url{https://xgboost.readthedocs.io/en/latest/tutorials/saving_model.html}.
 #'
-#' @name a-compatibility-note-for-saveRDS
+#' @examples
+#' data(agaricus.train, package='xgboost')
+#' bst <- xgboost(data = agaricus.train$data, label = agaricus.train$label, max_depth = 2,
+#'                eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
+#'
+#' # Save as a stand-alone file; load it with xgb.load()
+#' xgb.save(bst, 'xgb.model')
+#' bst2 <- xgb.load('xgb.model')
+#'
+#' # Save as a stand-alone file (JSON); load it with xgb.load()
+#' xgb.save(bst, 'xgb.model.json')
+#' bst2 <- xgb.load('xgb.model.json')
+#'
+#' # Save as a raw byte vector; load it with xgb.load.raw()
+#' xgb_bytes <- xgb.save.raw(bst)
+#' bst2 <- xgb.load.raw(xgb_bytes)
+#'
+#' # Persist XGBoost model as part of another R object
+#' obj <- list(xgb_model_bytes = xgb.save.raw(bst), description = "My first XGBoost model")
+#' # Persist the R object. Here, saveRDS() is okay, since it doesn't persist
+#' # xgb.Booster directly. What's being persisted is the future-proof byte representation
+#' # as given by xgb.save.raw().
+#' saveRDS(obj, 'my_object.rds')
+#' # Read back the R object
+#' obj2 <- readRDS('my_object.rds')
+#' # Re-construct xgb.Booster object from the bytes
+#' bst2 <- xgb.load.raw(obj2$xgb_model_bytes)
+#'
+#' @name a-compatibility-note-for-saveRDS-save
 NULL
 
 # Lookup table for the deprecated parameters bookkeeping

R-package/R/xgb.Booster.R

@@ -111,6 +111,8 @@ xgb.get.handle <- function(object) {
 #'                eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
 #' saveRDS(bst, "xgb.model.rds")
 #'
+#' # Warning: The resulting RDS file is only compatible with the current XGBoost version.
+#' # Refer to the section titled "a-compatibility-note-for-saveRDS-save".
 #' bst1 <- readRDS("xgb.model.rds")
 #' if (file.exists("xgb.model.rds")) file.remove("xgb.model.rds")
 #' # the handle is invalid:

R-package/R/xgb.save.R

@@ -13,7 +13,11 @@
 #'
 #' Note: a model can also be saved as an R-object (e.g., by using \code{\link[base]{readRDS}}
 #' or \code{\link[base]{save}}). However, it would then only be compatible with R, and
-#' corresponding R-methods would need to be used to load it.
+#' corresponding R-methods would need to be used to load it. Moreover, persisting the model with
+#' \code{\link[base]{readRDS}} or \code{\link[base]{save}}) will cause compatibility problems in
+#' future versions of XGBoost. Consult \code{\link{a-compatibility-note-for-saveRDS-save}} to learn
+#' how to persist models in a future-proof way, i.e. to make the model accessible in future
+#' releases of XGBoost.
 #'
 #' @seealso
 #' \code{\link{xgb.load}}, \code{\link{xgb.Booster.complete}}.