Add saving model in XGBoost

[ezhdi]

Extend the existing XGBoost integration (dvc.xgb) to include model saving functionality.

Closes #109

[daavoo]

Hi @ezhdi ! Thanks for the contribution.

It looks like there are some problems with the code-check workflow:

https://github.com/iterative/dvclive/pull/131/checks?check_run_id=3217954053

You can set up pre-commit in your local environment to check those problems (and potentially fix some automatically):

pip install pre-commit
pre-commit install
pre-commit run --all-files

(See more in https://github.com/iterative/dvclive/blob/master/CONTRIBUTING.md#development-environment)

It also looks like the code added in the test is not correct:

>       preds = xgb.predict(iris_data)
E       AttributeError: module 'xgboost' has no attribute 'predict'

I think you should change the line to use the model returned from xgb.train:

    model = xgb.train(
        train_params,
        iris_data,
        callbacks=[DvcLiveCallback("eval_data", model_file="model_xgb.json")],
        num_boost_round=5,
        evals=[(iris_data, "eval_data")],
    )
    . . .
    preds = model.predict(iris_data)

Regardless, I think we should test the model_file in a separate test function, similar to how it is tested in test_keras.

[ezhdi]

thanks. fixed

[codecov-commenter]

Codecov Report

Merging #131 (8c85adb) into master (b24fda7) will increase coverage by 0.11%.
The diff coverage is 100.00%.

❗ Current head 8c85adb differs from pull request most recent head ebe9183. Consider uploading reports for the commit ebe9183 to get more accurate results

@@            Coverage Diff             @@
##           master     #131      +/-   ##
==========================================
+ Coverage   88.69%   88.81%   +0.11%     
==========================================
  Files          11       11              
  Lines         292      295       +3     
==========================================
+ Hits          259      262       +3     
  Misses         33       33              

Impacted Files	Coverage Δ
dvclive/metrics.py	94.39% <100.00%> (ø)
dvclive/version.py	72.22% <100.00%> (ø)
dvclive/xgb.py	100.00% <100.00%> (ø)

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