Check against R seed. (#5125)

* Handle it in R instead.

R-package/R/xgb.train.R

@@ -293,6 +293,9 @@ xgb.train <- function(params = list(), data, nrounds, watchlist = list(),
   }
   # Sort the callbacks into categories
   cb <- categorize.callbacks(callbacks)
+  if (!is.null(params[['seed']])) {
+    warning("xgb.train: `seed` is ignored in R package.  Use `set.seed()` instead.")
+  }
 
   # The tree updating process would need slightly different handling
   is_update <- NVL(params[['process_type']], '.') == 'update'

doc/parameter.rst

@@ -349,7 +349,7 @@ Specify the learning task and the corresponding learning objective. The objectiv
 
 * ``seed`` [default=0]
 
-  - Random number seed.
+  - Random number seed.  This parameter is ignored in R package, use `set.seed()` instead.
 
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 Command Line Parameters