Hi @demarsylvain - always good to see that I’m not the only person getting a given error 
,
I’m still not 100% sure of the cause, but I think the error was somewhat on my end – something I did (either in preprocess_x_data or within one of the predict_*() functions, when applied to the test data may have caused some NAs or something that made the matrix into a “logical” matrix (of all missing or NA data), and can’t be put into xgb.Dmatrix() function.
I’m not 100% sure that I’m right, but some subsequent tweaks that I made seem to have (for now) fixed the issue.
Alan