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#' eXtreme Gradient Boosting Training
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#' eXtreme Gradient Boosting Training
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#'
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#'
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#' The training function of xgboost
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#' The training function of xgboost
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#'
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#'
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#' @param params the list of parameters. See
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#' @param params the list of parameters. Commonly used ones are:
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#' \url{https://github.com/tqchen/xgboost/wiki/Parameters} for
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#' objective: objective function, common ones are
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#' further details.
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#' - reg:linear linear regression
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#' - binary:logistic logistic regression for classification
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#' eta: step size of each boosting step
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#' max_depth: maximum depth of the tree
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#' nthread: number of thread used in training, if not set, all threads are used
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#'
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#' See \url{https://github.com/tqchen/xgboost/wiki/Parameters} for
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#' further details. See also demo/demo.R for walkthrough example in R.
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#' @param dtrain takes an \code{xgb.DMatrix} as the input.
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#' @param dtrain takes an \code{xgb.DMatrix} as the input.
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#' @param nrounds the max number of iterations
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#' @param nrounds the max number of iterations
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#' @param watchlist what information should be printed when \code{verbose=1} or
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#' @param watchlist what information should be printed when \code{verbose=1} or
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#' \code{xgb.DMatrix}.
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#' \code{xgb.DMatrix}.
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#' @param label the response variable. User should not set this field,
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#' @param label the response variable. User should not set this field,
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# if data is local data file or \code{xgb.DMatrix}.
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# if data is local data file or \code{xgb.DMatrix}.
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#' @param params the list of parameters. See
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#' @param params the list of parameters. Commonly used ones are:
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#' \url{https://github.com/tqchen/xgboost/wiki/Parameters} for
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#' objective: objective function, common ones are
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#' - reg:linear linear regression
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#' - binary:logistic logistic regression for classification
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#' eta: step size of each boosting step
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#' max_depth: maximum depth of the tree
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#' nthread: number of thread used in training, if not set, all threads are used
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#'
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#' See \url{https://github.com/tqchen/xgboost/wiki/Parameters} for
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#' further details. See also demo/demo.R for walkthrough example in R.
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#' further details. See also demo/demo.R for walkthrough example in R.
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#' @param nrounds the max number of iterations
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#' @param nrounds the max number of iterations
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#' @param verbose If 0, xgboost will stay silent. If 1, xgboost will print
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#' @param verbose If 0, xgboost will stay silent. If 1, xgboost will print
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