Demo for accessing the xgboost eval metrics by using sklearn interface

import numpy as np
from sklearn.datasets import make_hastie_10_2

import xgboost as xgb

X, y = make_hastie_10_2(n_samples=2000, random_state=42)

# Map labels from {-1, 1} to {0, 1}
labels, y = np.unique(y, return_inverse=True)

X_train, X_test = X[:1600], X[1600:]
y_train, y_test = y[:1600], y[1600:]

param_dist = {"objective": "binary:logistic", "n_estimators": 2}

clf = xgb.XGBModel(
    **param_dist,
    eval_metric="logloss",
)
# Or you can use: clf = xgb.XGBClassifier(**param_dist)

clf.fit(
    X_train,
    y_train,
    eval_set=[(X_train, y_train), (X_test, y_test)],
    verbose=True,
)

# Load evals result by calling the evals_result() function
evals_result = clf.evals_result()

print("Access logloss metric directly from validation_0:")
print(evals_result["validation_0"]["logloss"])

print("")
print("Access metrics through a loop:")
for e_name, e_mtrs in evals_result.items():
    print("- {}".format(e_name))
    for e_mtr_name, e_mtr_vals in e_mtrs.items():
        print("   - {}".format(e_mtr_name))
        print("      - {}".format(e_mtr_vals))

print("")
print("Access complete dict:")
print(evals_result)