I wanted to understand if XGBoost parameter takes any value other than 0.0. as missing. In the online documentation example, I could see that missing was specified as -999.
Eg:-
val booster = new XGBoostClassifier(
Map(
“missing” -> -999.0,
“objective” -> “binary:logistic”,
“eta” -> 0.2,
“max_depth” -> 4,
“num_round” -> 200
)
But when I try to specify the same in my model, it throws an error
java.lang.RuntimeException: you can only specify missing value as 0.0 (the currently set value NaN) when you have SparseVector or Empty vector as your feature format”.