A helper function to extract the matrix of linear coefficients' history
from a gblinear model created while using the cb.gblinear.history()
callback.
xgb.gblinear.history(model, class_index = NULL)either an xgb.Booster or a result of xgb.cv(), trained
using the cb.gblinear.history() callback.
zero-based class index to extract the coefficients for only that specific class in a multinomial multiclass model. When it is NULL, all the coefficients are returned. Has no effect in non-multiclass models.
For an xgb.train result, a matrix (either dense or sparse) with the columns
corresponding to iteration's coefficients (in the order as xgb.dump() would
return) and the rows corresponding to boosting iterations.
For an xgb.cv result, a list of such matrices is returned with the elements
corresponding to CV folds.