def METHOD_NAME():
    def callback(env):
        lgb_eval_new = lgb.Dataset(X_test, y_test, reference=lgb_train)
        if env.iteration - env.begin_iteration == 5:
            print('Add a new valid dataset at iteration 5...')
            env.model.add_valid(lgb_eval_new, 'new_valid')
    callback.before_iteration = True
    callback.order = 0
    return callback