Support more sklearn tags for testing. (#10230)

python-package/xgboost/sklearn.py

@@ -782,7 +782,10 @@ class XGBModel(XGBModelBase):
 
     def _more_tags(self) -> Dict[str, bool]:
         """Tags used for scikit-learn data validation."""
-        return {"allow_nan": True, "no_validation": True}
+        tags = {"allow_nan": True, "no_validation": True}
+        if hasattr(self, "kwargs") and self.kwargs.get("updater") == "shotgun":
+            tags["non_deterministic"] = True
+        return tags
 
     def __sklearn_is_fitted__(self) -> bool:
         return hasattr(self, "_Booster")
@@ -1439,6 +1442,11 @@ class XGBClassifier(XGBModel, XGBClassifierBase):
     ) -> None:
         super().__init__(objective=objective, **kwargs)
 
+    def _more_tags(self) -> Dict[str, bool]:
+        tags = super()._more_tags()
+        tags["multilabel"] = True
+        return tags
+
     @_deprecate_positional_args
     def fit(
         self,
@@ -1717,6 +1725,12 @@ class XGBRegressor(XGBModel, XGBRegressorBase):
     ) -> None:
         super().__init__(objective=objective, **kwargs)
 
+    def _more_tags(self) -> Dict[str, bool]:
+        tags = super()._more_tags()
+        tags["multioutput"] = True
+        tags["multioutput_only"] = False
+        return tags
+
 
 @xgboost_model_doc(
     "scikit-learn API for XGBoost random forest regression.",