How to find coefficients of model in XGBoost Regressor?

Question

In XGBoost Regression to predict prices, How to get coefficients, intercepts of model? How to get summary of model like we get in Statsmodel for Linear regression? See below code

from xgboost import XGBRegressor

# fit model no training data
model = XGBRegressor()
model.fit(X_train, y_train)

# make predictions for test data
y_pred = model.predict(X_test)

print("R^2: {}".format(model.score(X_test, y_test)))
rmse = np.sqrt(mean_squared_error(y_test, y_pred))
print("Root Mean Squared Error: {}".format(rmse))

This is how I build the model and tried to get coefficients like this:

#print the intercept
print(model.intercept_)

AttributeError: Intercept (bias) is not defined for Booster type gbtree

print(model.coef_)

AttributeError: Coefficients are not defined for Booster type gbtree

Can someone please help me to solve this. Thanks.

Answer 1

xgboost reference note on coef_ property:

Coefficients are only defined when the linear model is chosen as base learner (booster=gblinear). It is not defined for other base learner types, such as tree learners (booster=gbtree).

The default is booster=gbtree