Support xgboost 3, including for multiclass problems #736
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Signed-off-by: Asher Wright <asherw@squareup.com>
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@xadupre hi, wondering if we could try to add this (let us know if there is a better owner who may be able to review this) |
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Overview
This PR aims to add support for xgboost 3, closing #732.
The issue is that xbgoost has a different
base_scoreformat, returning a string array instead of a string float.As well, it is no longer sufficient to simply use the same base score for all classes, as xgboost 3 now returns different base scores. So this PR uses all base scores provided by xgboost.
I'll note that this PR does not add support for categorical variables in xgboost 3. onnxmltools assumes split_condition will be a single float value, which isn't the case for categorical variables. Solving this problem is more involved.