xgboost, offset exposure?
<p>I am modelling a claims frequency (poisson distr) in R. I am using the <code>gbm</code> and <code>xgboost</code> packages, but it seems that <code>xgboost</code> does not have an offset parameter to take the exposure into account?</p>

<p>In a <code>gbm</code>, one would take the exposure into account as follows:</p>

<pre><code>gbm.fit(x = train,y = target, n.trees = 100,distribution = "poisson", offset = log(exposure))
</code></pre>

<p>How do I achieve the same with `xgboost?</p>

<p>PS: I cannot use the exposure as predictor since a new obs is created each time a claim is observed.</p>