I have a classification task with more than 2 classes. How do I prepare the class label data for the training data? Is it a vector with a class number for each training sample, or is it a matrix with a one-hot encoding that has as many columns as classes with a 1 indicating membership in that class and a 0 for every other class?
How do I pass that vector/matrix to the BoosterHandle? I think it might be XGDMatrixSetGroup, or it could be XGDMatrixSetUIntInfo. The documentation of the C code is not very helpful. Thank you!