[R] enable multi-dimensional base_margin (#9885)

R-package/R/xgb.DMatrix.R

@@ -16,6 +16,8 @@
 #' only care about the relative ordering of data points within each group,
 #' so it doesn't make sense to assign weights to individual data points.
 #' @param base_margin Base margin used for boosting from existing model.
+#'
+#'        In the case of multi-output models, one can also pass multi-dimensional base_margin.
 #' @param missing a float value to represents missing values in data (used only when input is a dense matrix).
 #'        It is useful when a 0 or some other extreme value represents missing values in data.
 #' @param silent whether to suppress printing an informational message after loading from a file.
@@ -439,9 +441,7 @@ setinfo.xgb.DMatrix <- function(object, name, info, ...) {
     return(TRUE)
   }
   if (name == "base_margin") {
-    # if (length(info)!=nrow(object))
-    #   stop("The length of base margin must equal to the number of rows in the input data")
-    .Call(XGDMatrixSetInfo_R, object, name, as.numeric(info))
+    .Call(XGDMatrixSetInfo_R, object, name, info)
     return(TRUE)
   }
   if (name == "group") {