xgboost/R-package/man/xgb.gblinear.history.Rd

47 lines
1.9 KiB
R

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/callbacks.R
\name{xgb.gblinear.history}
\alias{xgb.gblinear.history}
\title{Extract gblinear coefficients history.}
\usage{
xgb.gblinear.history(model, class_index = NULL)
}
\arguments{
\item{model}{either an \code{xgb.Booster} or a result of \code{xgb.cv()}, trained
using the \link{xgb.cb.gblinear.history} callback, but \bold{not} a booster
loaded from \link{xgb.load} or \link{xgb.load.raw}.}
\item{class_index}{zero-based class index to extract the coefficients for only that
specific class in a multinomial multiclass model. When it is NULL, all the
coefficients are returned. Has no effect in non-multiclass models.}
}
\value{
For an \link{xgb.train} result, a matrix (either dense or sparse) with the columns
corresponding to iteration's coefficients and the rows corresponding to boosting iterations.
For an \link{xgb.cv} result, a list of such matrices is returned with the elements
corresponding to CV folds.
When there is more than one coefficient per feature (e.g. multi-class classification)
and \code{class_index} is not provided,
the result will be reshaped into a vector where coefficients are arranged first by features and
then by class (e.g. first 1 through N coefficients will be for the first class, then
coefficients N+1 through 2N for the second class, and so on).
}
\description{
A helper function to extract the matrix of linear coefficients' history
from a gblinear model created while using the \link{xgb.cb.gblinear.history}
callback (which must be added manually as by default it's not used).
}
\details{
Note that this is an R-specific function that relies on R attributes that
are not saved when using xgboost's own serialization functions like \link{xgb.load}
or \link{xgb.load.raw}.
In order for a serialized model to be accepted by this function, one must use R
serializers such as \link{saveRDS}.
}
\seealso{
\link{xgb.cb.gblinear.history}, \link{coef.xgb.Booster}.
}