Remove old callback deprecated in 1.3. (#7280)

tests/python/test_survival.py

@@ -22,15 +22,25 @@ def test_aft_survival_toy_data():
     # "Accuracy" = the number of data points whose ranged label (y_lower, y_upper) includes
     #              the corresponding predicted label (y_pred)
     acc_rec = []
-    def my_callback(env):
-        y_pred = env.model.predict(dmat)
-        acc = np.sum(np.logical_and(y_pred >= y_lower, y_pred <= y_upper)/len(X))
-        acc_rec.append(acc)
+
+    class Callback(xgb.callback.TrainingCallback):
+        def __init__(self):
+            super().__init__()
+
+        def after_iteration(
+            self, model: xgb.Booster,
+            epoch: int,
+            evals_log: xgb.callback.TrainingCallback.EvalsLog
+        ):
+            y_pred = model.predict(dmat)
+            acc = np.sum(np.logical_and(y_pred >= y_lower, y_pred <= y_upper)/len(X))
+            acc_rec.append(acc)
+            return False
 
     evals_result = {}
-    params = {'max_depth': 3, 'objective':'survival:aft', 'min_child_weight': 0}
+    params = {'max_depth': 3, 'objective': 'survival:aft', 'min_child_weight': 0}
     bst = xgb.train(params, dmat, 15, [(dmat, 'train')], evals_result=evals_result,
-                    callbacks=[my_callback])
+                    callbacks=[Callback()])
 
     nloglik_rec = evals_result['train']['aft-nloglik']
     # AFT metric (negative log likelihood) improve monotonically