My goal is to save predictions after each boosting round while I train. I’ve been following the code for the evaluation log callback and it seems I am close but I cannot figure it out.

```
cb.save.predictions <- function(){
finalizer <- function(env){
env$pred <- data.table(t(simplify2array(env$pred)))
setnames(env$pred, paste0('col', 1:ncol(env$pred)))
}
callback <- function(env = parent.frame(), finalize = FALSE){
if (is.null(env$bst))
stop("'cb.save.predictions' callback requires the 'bst' booster object in its calling frame")
if (finalize)
return(finalizer(env))
if(is.null(env$pred))
env$pred <- list()
pr <- predict(env$bst, env$watchlist[[2]])
env$pred <- c(env$pred, list(pr))
print(length(env$pred))
}
attr(callback, "call") <- match.call()
attr(callback, "name") <- "cb.save.predictions"
callback
}
dt <- data.table(x = rnorm(1e3, mean = 100, sd = 10))[, y := rnorm(1e3, mean = x, sd = 10)]
xgbm_train <- xgb.DMatrix(as.matrix(dt[1:700, .(x)]), label = dt[1:700, (y)])
xgbm_test <- xgb.DMatrix(as.matrix(dt[701:1000, .(x)]), label = dt[701:1000, (y)])
model <- xgb.train(
data = xgbm_train,
watchlist = list(train = xgbm_train, test = xgbm_test),
nrounds = 10,
print_every_n = 1,
verbose = 1,
maximize = FALSE,
callbacks = list(cb.save.predictions())
)
```

This code successfully runs but there is no pred object in the model object. What am I doing wrong? Is there an easier way to do this?

I am using xgboost_1.2.0.1