Where to find the intercept of models built by xgboost with gblinear?

#1

Hi:

I built a model using xgboost with gblinear in R; however, I cannot find the intercept of the model. xgb.importance() only returns the weight of variables, not the intercept.

Could anyone help?

Thank you.

#2

Use xgb.dump() with dump_format='json' option to obtain a JSON dump of the linear model.

#3

Thank you for your reply!