title: xgboost.train versus XGBClassifier
body: <p>I am using python to fit an xgboost model incrementally (chunk by chunk). I came across a solution that uses xgboost.train but I do not know what to do with the Booster object that it returns. For instance, the XGBClassifier has options like fit, predict, predict_proba etc. </p>
  
  <p>Here is what happens inside the for loop that I am reading in the data little by little:</p>
  
  <pre><code>dtrain=xgb.DMatrix(X_train, label=y)
  param = {'max_depth':2, 'eta':1, 'silent':1, 'objective':'binary:logistic'}
  modelXG=xgb.train(param,dtrain,xgb_model='xgbmodel')
  modelXG.save_model("xgbmodel")
  </code></pre>