lgb.save(booster, filename, num_iteration = NULL)

library(lightgbm)
data(agaricus.train, package = "lightgbm")
train <- agaricus.train
dtrain <- lgb.Dataset(train$data, label = train$label)
data(agaricus.test, package = "lightgbm")
test <- agaricus.test
dtest <- lgb.Dataset.create.valid(dtrain, test$data, label = test$label)
params <- list(objective = "regression", metric = "l2")
valids <- list(test = dtest)
model <- lgb.train(
  params = params
  , data = dtrain
  , nrounds = 10L
  , valids = valids
  , min_data = 1L
  , learning_rate = 1.0
  , early_stopping_rounds = 5L
)
lgb.save(model, tempfile(fileext = ".txt"))