Support loading lightgbm model from a file

[prodanovic]

Is your feature request related to a problem? Please describe.
Our data scientists are training lightgbm models in python, and our inference runtime is in C#. We are very much interested in using ML.NET to run inference, however loading the model from a file is not yet supported in ML.NET. Is there an obstacle in adding this additional binding already available in lightgbm C++ API ?

Describe the solution you'd like
Add LGBM_BoosterLoadModelFromString binding to WrappedLightGbmInterface () available in https://github.com/Microsoft/LightGBM/blob/master/include/LightGBM/c_api.h

Describe alternatives you've considered
An alternative is to convert our models to ONNX and not use ML.NET runtime.

[dakersnar]

This isn't something we can do in the near future, as it requires us to update some of our existing APIs and use a more recent version of our LightGBM library, but it is something we will consider for the future. Thanks for the suggestion!

[michaelgsharp]

hey @prodanovic just wanted to let you know that this is now something that we are working on and actually are in the testing phase. If things go well should be in PR pretty soon. It is still on version 2.3.1 of LightGBM. The update to the latest version will be later this year.