Is it a problem if the test data only has a subset of the features that are used to train the xgboost model? All my predictor variables (except 1) are factors, so one hot encoding is done before converting it into xgb.DMatrix. So the different levels of the factor variables become the features and my test doesn't have all of these features, only a subset of it.
At the moment, while running my model on test data in R, I 'm running into an error saying that "Features names stored in object and newdata are different!".
I'm new in the field, so any help would be much appreciated. Thanks!