Final Model Training: GradientBoostingClassifier with 5-Fold CV
Context
Assume the notebook already contains a prepared feature matrix X and a binary target y (0/1), with any necessary preprocessing completed. Your goal is to evaluate and train a final model.
Task
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Build a scikit-learn Pipeline that uses a GradientBoostingClassifier.
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Evaluate the model using 5-fold Stratified cross-validation and report the mean ROC-AUC.
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Fit the model on the full dataset (X, y).
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Save the trained pipeline to disk as model.pkl.
Deliverable
Provide the full Python code that performs all steps above.