import xgboost as xgb X = digits['data'] y = digits['target'] X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) clf = xgb.XGBClassifier() clf.fit(X_train, y_train, early_stopping_rounds=10, eval_metric="auc", eval_set=[(X_test, y_test)])