[Breaking] Fix custom metric for multi output. (#5954)
* Set output margin to true for custom metric. This fixes only R and Python.
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@@ -40,9 +40,9 @@ General Parameters
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- Number of parallel threads used to run XGBoost
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* ``disable_default_eval_metric`` [default=0]
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* ``disable_default_eval_metric`` [default=``false``]
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- Flag to disable default metric. Set to >0 to disable.
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- Flag to disable default metric. Set to 1 or ``true`` to disable.
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* ``num_pbuffer`` [set automatically by XGBoost, no need to be set by user]
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