Fix custom obj link. [skip ci] (#6100)
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@@ -143,5 +143,5 @@ Multi-class objective function
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A similiar demo for multi-class objective funtion is also available, see
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`demo/guide-python/custom_softmax.py <https://github.com/dmlc/xgboost/tree/master/demo/guide-python/custom_rmsle.py>`_
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`demo/guide-python/custom_softmax.py <https://github.com/dmlc/xgboost/tree/master/demo/guide-python/custom_softmax.py>`_
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for details.
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