def boost(self, dtrain, grad, hess):
        """
        Boost the booster for one iteration, with customized gradient statistics.

        Parameters
        ----------
        dtrain : DMatrix
            The training DMatrix.
        grad : list
            The first order of gradient.
        hess : list
            The second order of gradient.
        """
        if len(grad) != len(hess):
            raise ValueError('grad / hess length mismatch: {} / {}'.format(len(grad), len(hess)))
        if not isinstance(dtrain, DMatrix):
            raise TypeError('invalid training matrix: {}'.format(type(dtrain).__name__))
        self._validate_features(dtrain)

        _check_call(_LIB.XGBoosterBoostOneIter(self.handle, dtrain.handle,
                                               c_array(ctypes.c_float, grad),
                                               c_array(ctypes.c_float, hess),
                                               len(grad)))