Comments (2)
Good question. I should update the docs, but yes you should just use each chunk of 25 individually. XGBoost with 5 classes really has 5 models, one for each class, so you need to explain each one.
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We recently updated XGBoost to pre-shape the multi-class output into a num_instance x num_class x (n_features+1) matrix. So this should help clarify future uses.
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