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Description of changes:
This PR upgrades XGBoost to 1.3. See the upstream XGBoost changelog here.
We also change how we save models. In older versions, models were save by pickling (due to legacy reasons) However, XGBoost users typically use the
save_model()
method, so the default in algorithm is changed to usingsave_model()
.A new eval metric
mape
is added.By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.