Xgboost take k best predictions I have a mission of classification with a lot of classes. I am comparing some ML algorithms for this case and I would like to try xgboost. 
I am writing in python and I am trying to get the best 3 predictions using this algorithm but I couldn't find any method in xgboost API the fits what I want

Any recommendations ?
After fitting the model you can use predict_proba( ) from the docs here

This returns a numpy array with the probability of each data example being of a given class. The three highest probabilities will be your best 3 predictions.