Add tests for pickling with custom obj and metric. (#9943)
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@@ -101,6 +101,8 @@ snapshot generated by an earlier version of XGBoost may result in errors or unde
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**If a model is persisted with** ``pickle.dump`` (Python) or ``saveRDS`` (R), **then the model may
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not be accessible in later versions of XGBoost.**
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.. _custom-obj-metric:
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***************************
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Custom objective and metric
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***************************
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