What i understand is DMatrix accepts numpy.ndarray as input. I have tried this multiple times now and its not letting me create a DMatrix.
I have tried using Xgboost.DMatrix and Xgboost.sklearn.DMatrix. Any help would be high appreciable.
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It seems like your y_train is a numpy array with non-numerical elements. You should transform y_train elements to numerical type.
You can do it that way: