xgb.gblinear.history: Extract gblinear coefficients history

In xgboost: Extreme Gradient Boosting

Extract gblinear coefficients history

Description

A helper function to extract the matrix of linear coefficients' history from a gblinear model created while using the xgb.cb.gblinear.history callback (which must be added manually as by default it is not used).

Usage

xgb.gblinear.history(model, class_index = NULL)

Arguments

model	Either an xgb.Booster or a result of xgb.cv(), trained using the xgb.cb.gblinear.history callback, but not a booster loaded from xgb.load() or xgb.load.raw().
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.

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 xgb.load() or xgb.load.raw().

In order for a serialized model to be accepted by this function, one must use R serializers such as saveRDS().

Value

For an 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 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 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).

See Also

xgb.cb.gblinear.history, coef.xgb.Booster.

xgboost documentation built on Dec. 3, 2025, 5:06 p.m.