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XGboost estimator will throw error when multiple evaluation metrics are given
In xgboost scikit-learn fit API, the argument eval_metric
can be a string for single metric or a list of string for multiple metrics. However, if we provide a list to the eval_metric
, it will break the fit
method in lore.estimators.xgboost.base
. Specifically, in this and that. Can we support multiple eval metrics? I can submit a PR to fix this. Thanks!
A PR would be much appreciated, including a test case that demonstrates the functionality.