Not sure if an xgboost or data.table bug. Storing xgboost models in list columns fails with the new xgboost version 3.1.2.1.
library(data.table)
library(xgboost)
data(mtcars)
model_regression = xgboost(mtcars[, -1], mtcars$mpg, nthreads = 1, nrounds = 3)
data.table(model = list(model_regression))
# Error in y[] <- lapply(y, reallocate) :
# ALTLIST classes must provide a Set_elt method [class: XGBAltrepPointerClass, pkg: xgboost]
See also dmlc/xgboost#11849