DMatrix loader does not respect verbosity config
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david-cortes commented
DMatrix constructors do not have a verbosity parameter, and do not follow the global configuration either.
This will always end up printing a message:
library(xgboost)
data(mtcars)
dm <- xgb.DMatrix(mtcars[, -1], mtcars$mpg)
tmp_file <- tempfile('dm.bin')
xgb.DMatrix.save(dm, tmp_file)
xgb.set.config(verbosity = 0)
xgb.DMatrix(tmp_file)