Is there a formal explanation of how coefficients of xgboost “gblinear” model for multi class classification (XGBClassifier) are obtained?

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耶瑟儿~
耶瑟儿~ 2020-12-10 21:38

I fail to find a formal explanation on how the property .coef_ of a fitted XGBClassifier model using "gblinear" as booster is obtained. XGBoost documentation here

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