Thanks @ablaom !
As I mentioned in Serialized Composite Model Fails with XGBoost · Issue #927 · JuliaAI/MLJBase.jl · GitHub, saving and restoring a Pipeline including XGBoost using MLJ.save() now is working for me!
For the title, I definitely don’t mind changing it, but, maybe due to my profile here (or maybe because I don’t know how to use it), it seems I am unable to change the titles of my topics… I’ll look further into it though.
I will consider raising the issue on features importances and also let me point out that I tried saving the tuned xgb pipe model and restoring it ended up in the same error as we were getting for the “regular” xgb pipe. But I don’t know if it would really be expected to work on the tuned machine, so just pointing out.
And again, thanks very much for all the efforts. It helped me a lot!