Does anyone know if I am able to open a pickled sklearn Python algorithm in R? Or if I can save a trained model in sklearn in a different way that can be opened and used in R? Specifically, I am looking at a gradient boosting model. Thanks!
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I don't recommend doing what you are doing. It's a lot of extra work that you don't need.
However, in case you find yourself obliged to do that, I would think of saving my model in the binary format. This your best option.
This is possible for Xgboost see link here.
Read this answer on how to save xgboost as a binary file: link
smerllo
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You may want to take a look at the Reticulate package, it will allow you to call python code from R.
Carlos Santillan
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