2 A complete example
A full train-and-predict run is short. Build a DMatrix with labels, fit a booster, and predict:
(require xgboost) (define dtrain (make-dmatrix '((1.0 2.0 0.5) (2.0 1.0 1.5) (3.0 0.5 0.0) (0.5 3.0 2.0)) #:labels '(3.5 3.5 6.5 2.0))) (define booster (train dtrain #:objective "reg:squarederror" #:max-depth 2 #:eta 0.2 #:verbosity 0 #:rounds 10)) (predict booster dtrain)
The train/predict pair is the single training interface; there is no separate scikit-learn-style estimator. The sections below break the workflow down step by step.