################## Callback Functions ################## This document gives a basic walkthrough of :ref:`callback API ` used in XGBoost Python package. In XGBoost 1.3, a new callback interface is designed for Python package, which provides the flexibility of designing various extension for training. Also, XGBoost has a number of pre-defined callbacks for supporting early stopping, checkpoints etc. Using builtin callbacks ----------------------- By default, training methods in XGBoost have parameters like ``early_stopping_rounds`` and ``verbose``/``verbose_eval``, when specified the training procedure will define the corresponding callbacks internally. For example, when ``early_stopping_rounds`` is specified, :py:class:`EarlyStopping ` callback is invoked inside iteration loop. You can also pass this callback function directly into XGBoost: .. code-block:: python D_train = xgb.DMatrix(X_train, y_train) D_valid = xgb.DMatrix(X_valid, y_valid) # Define a custom evaluation metric used for early stopping. def eval_error_metric(predt, dtrain: xgb.DMatrix): label = dtrain.get_label() r = np.zeros(predt.shape) gt = predt > 0.5 r[gt] = 1 - label[gt] le = predt <= 0.5 r[le] = label[le] return 'CustomErr', np.sum(r) # Specify which dataset and which metric should be used for early stopping. early_stop = xgb.callback.EarlyStopping(rounds=early_stopping_rounds, metric_name='CustomErr', data_name='Train') booster = xgb.train( {'objective': 'binary:logistic', 'eval_metric': ['error', 'rmse'], 'tree_method': 'hist'}, D_train, evals=[(D_train, 'Train'), (D_valid, 'Valid')], feval=eval_error_metric, num_boost_round=1000, callbacks=[early_stop], verbose_eval=False) dump = booster.get_dump(dump_format='json') assert len(early_stop.stopping_history['Valid']['CustomErr']) == len(dump) Defining your own callback -------------------------- XGBoost provides an callback interface class: :py:class:`TrainingCallback `, user defined callbacks should inherit this class and override corresponding methods. There's a working example in :ref:`sphx_glr_python_examples_callbacks.py`.