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I would like to reference a column in a xgb.DMatrix and use it in an if condition. Is it possible to reference elements in a column in an xgb.DMatrix? (I am using the xgboost package)

Such as:

mat1_xgb[date_created<latest_date,]

where

 latest_date is some date in numeric format
 mat1_xgb$date_created is a column of dates in numeric formats

Example

In r code:

Matrix_1:
| date_created | val1 | date_closed |
|  17912       |2.3   |  17914      |
| 17913        |2.  5 |  17915      |
| 17932        |2.1   |  17941      |

Then create a for loop where the xgboost model is run using only the dates prior to an increment date:

for(i in seq(2,dim(Matrix_1)[1],1)){

   latest_date = Matrix_1[2,date_created]
   xgb1_learn = xgboost(data = Matrix_1[date_closed<latest_date], params = params, etc)
   data_table_1[i:i+50] = predict(xgb1_learn, Matrix_1[i:i+50])
}

So we train the model only on past datapoints

Laurence_jj
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