Hi,
I tried processing data in order to get an xgb.DMatrix object, but I ran into difficulties. All examples found in the xgboost package documentation or Xgboost presentation vignette are basically useless as examples for what I want to do. My undestanding goes as far as knowing there should be a vector of target variables, and a matrix of explanatory variables with column heads removed.
Can you share your actual experiences using this package? Can I safely use a regular data file to perform an analysis? Do you have examples of using actual data to get it in the xgb.DMatrix format?
Many thanks