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)
# 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)],
        eval_metric='logloss',
        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)