Using a Pretrained XGBoost Model

[BardiaKh]

Describe the feature and the current state.

In the XGBSEDebiasedBCE model, there is no way to overwrite the model with an already-trained model. This is useful as XGBSE does not expose some low-level APIs of the XGBoost model, for example, sample/feature weighting. This feature would be useful to add the data and an already trained model and then run the LR on top of that model.

Will this change a current behavior? How?

No. It will only add a method to the XGBSEDebiasedBCE model to replace the 'self.bst' and run the multitask LR task.

[davivieirab]

Thanks for the report, @BardiaKh .
We are currently working on a way to replace the 1st step xgboost model from both XGBSEDebiasedBCE and XGBSEStackedWeibull modules. Both will be part of our next minor release.

[BardiaKh]

Great!