Allow passing DMatrix to `xgboost` directly

dmlc / XGBoost.jl

XGBoost Julia Package

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Allow passing DMatrix to `xgboost` directly #95

Closed JackDunnNZ closed 3 years ago

JackDunnNZ commented 3 years ago

Currently it's not possible to set custom attributes on the dtrain used by xgboost (e.g. "weight" for sample weights). This PR splits the current xgboost to add another entry point that allows the user to construct dtrain themselves and pass to xgboost directly

JackDunnNZ commented 3 years ago

Whoops, I realized this already works, as makeDMatrix is a no-op if data is already a DMatrix 😅