# Intercept

New in version 2.0.0.

Since 2.0.0, XGBoost supports estimating the model intercept (named `base_score`

)
automatically based on targets upon training. The behavior can be controlled by setting
`base_score`

to a constant value. The following snippet disables the automatic
estimation:

```
import xgboost as xgb
reg = xgb.XGBRegressor()
reg.set_params(base_score=0.5)
```

In addition, here 0.5 represents the value after applying the inverse link function. See the end of the document for a description.

Other than the `base_score`

, users can also provide global bias via the data field
`base_margin`

, which is a vector or a matrix depending on the task. With multi-output
and multi-class, the `base_margin`

is a matrix with size `(n_samples, n_targets)`

or
`(n_samples, n_classes)`

.

```
import xgboost as xgb
from sklearn.datasets import make_regression
X, y = make_regression()
reg = xgb.XGBRegressor()
reg.fit(X, y)
# Request for raw prediction
m = reg.predict(X, output_margin=True)
reg_1 = xgb.XGBRegressor()
# Feed the prediction into the next model
reg_1.fit(X, y, base_margin=m)
reg_1.predict(X, base_margin=m)
```

It specifies the bias for each sample and can be used for stacking an XGBoost model on top
of other models, see Demo for boosting from prediction for a worked
example. When `base_margin`

is specified, it automatically overrides the `base_score`

parameter. If you are stacking XGBoost models, then the usage should be relatively
straightforward, with the previous model providing raw prediction and a new model using
the prediction as bias. For more customized inputs, users need to take extra care of the
link function. Let \(F\) be the model and \(g\) be the link function, since
`base_score`

is overridden when sample-specific `base_margin`

is available, we will
omit it here:

When base margin \(b\) is provided, it’s added to the raw model output \(F\):

and the output of the final model is:

Using the gamma deviance objective `reg:gamma`

as an example, which has a log link
function, hence:

As a result, if you are feeding outputs from models like GLM with a corresponding objective function, make sure the outputs are not yet transformed by the inverse link (activation).

In the case of `base_score`

(intercept), it can be accessed through
`save_config()`

after estimation. Unlike the `base_margin`

, the
returned value represents a value after applying inverse link. With logistic regression
and the logit link function as an example, given the `base_score`

as 0.5,
\(g(intercept) = logit(0.5) = 0\) is added to the raw model output:

and 0.5 is the same as \(base\_score = g^{-1}(0) = 0.5\). This is more intuitive if you remove the model and consider only the intercept, which is estimated before the model is fitted:

For some objectives like MAE, there are close solutions, while for others it’s estimated with one step Newton method.