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Add save_raw method to XGBModel #9451

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judahrand
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This method was missing from XGBModel but would be very useful.

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Thank you for the feature! Could you please look at the GitHub action errors (not buildkite)?

digits = load_digits(n_class=2)
y = digits['target']
X = digits['data']
kf = KFold(n_splits=2, shuffle=True, random_state=rng)
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Considering this is model IO, maybe we can use a lighter-weight test without grid search and with early stopping enabled so that the test can cover more IO-related features in a more efficient way?

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Yeah, that's fair. I'd just copy pasta'd the tests for save_model. I'll look at simplifying this when I get a chance.

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