A workaround is to serialise the booster object after training. (But where is the example file?)

[tczee36]

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A workaround is to serialise the booster object after training. See demo/gpu_acceleration/memory.py

Where is this "memory.py" example?

I can't find it anywhere.

[trivialfis]

That part is outdated. The train function automatically copies the returned booster.