On the link of XGBoost guide:
After training, the model can be saved.
bst.save_model(\'0001.model\')The model a
If you are using the sklearn api you can use the following:
xgb_model_latest = xgboost.XGBClassifier() # or which ever sklearn booster you're are using
xgb_model_latest.load_model("model.json") # or model.bin if you are using binary format and not the json
If you used the above booster method for loading, you will get the xgboost booster within the python api not the sklearn booster in the sklearn api.
So yeah, this seems to be the most pythonic way to load in a saved xgboost model data if you are using the sklearn api.