XGBoost - Poisson distribution with varying exposure / offset

Question

I am trying to use XGBoost to model claims frequency of data generated from unequal length exposure periods, but have been unable to get the model to treat the exposure corr

Answer 1

I have now worked out how to do this using setinfo to change the base_margin attribute to be the offset (as a linear predictor), ie:

setinfo(xgtrain, "base_margin", log(d$exposure))