How can I implement incremental training for xgboost?
<p>The problem is that my train data could not be placed into RAM due to train data size. So I need a method which first builds one tree on whole train data set, calculate residuals build another tree and so on (like gradient boosted tree do). Obviously if I call <code>model = xgb.train(param, batch_dtrain, 2)</code> in some loop - it will not help, because in such case it just rebuilds whole model for each batch.</p>