[doc] Use cross references in sphinx doc. (#7522)
* Use cross references instead of URL. * Fix auto doc for callback.
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@@ -146,7 +146,8 @@ We will be able to see XGBoost printing something like:
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Notice that the parameter ``disable_default_eval_metric`` is used to suppress the default metric
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in XGBoost.
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For fully reproducible source code and comparison plots, see `custom_rmsle.py <https://github.com/dmlc/xgboost/tree/master/demo/guide-python/custom_rmsle.py>`_.
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For fully reproducible source code and comparison plots, see
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:ref:`sphx_glr_python_examples_custom_rmsle.py`.
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*********************
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Reverse Link Function
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@@ -261,8 +262,7 @@ available in XGBoost:
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We use ``multi:softmax`` to illustrate the differences of transformed prediction. With
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``softprob`` the output prediction array has shape ``(n_samples, n_classes)`` while for
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``softmax`` it's ``(n_samples, )``. A demo for multi-class objective function is also
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available at `demo/guide-python/custom_softmax.py
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<https://github.com/dmlc/xgboost/tree/master/demo/guide-python/custom_softmax.py>`_
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available at :ref:`sphx_glr_python_examples_custom_softmax.py`.
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**********************
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