Caret - is it possible to save each models from tuning?

Question

I'm using caret to train models over resamples and tune learning parameters, and I can interrogate the probabilities for each test, which is great. But I'm also keen to retain the model objects and use them later without retraining -- is this possible? Basically rather than just the mdl$finalModel object, I'd like the model object for each iteration of tuning.

Answer 1

Not really. You could write a custom method and modify the fit function to save them out to a file. Inside the fit function, you would know the tuning parameter value but not what resample that the model was build with.

Max