[pyspark] Document model format.

[trivialfis]

https://discuss.xgboost.ai/t/save-pyspark-model-load-it-on-other-language/2894

[DavidMaister]

Hey, I managed to solve this so I'll share how I've solved.

• The SparkXGBClassifier saving the model, saves a directory with parquet files.
• Read these folder with parquet files on pyspark, write these object as json.
• In python, load this json and we want to change the format because it doesnt work the original one.

import json
f = open('pyspark_raw_json.json')
pyspark_raw_json = json.load(f)
with open('pyspark_json_converted.json', 'w', encoding='utf-8') as f:
    json.dump(json.loads(list(pyspark_raw_json.values())[0]), f)

• Then I am able to load the model in xgboost

loaded_model = xgb.XGBClassifier()
loaded_model.load_model('pyspark_model_converted.json')

[wbo4958]

I think we need to change the "save" to the model that xgboost can use directly. Let me resolve this.