title: Access train and evaluation error in xgboost
body: <p>I started using python <code>xgboost</code> backage. Is there a way to get training and validation errors at each training epoch? I can't find one in the <a href="https://xgboost.readthedocs.org/en/latest/python/index.html#contents" rel="noreferrer">documentation</a> </p>
  
  <p>Have trained a simple model and got output:</p>
  
  <blockquote>
    <p>[09:17:37] src/tree/updater_prune.cc:74: tree pruning end, 1 roots,
    124 extra nodes, 0 pruned nodes, max_depth=6</p>
    
    <p>[0]   eval-rmse:0.407474  train-rmse:0.346349 [09:17:37]
    src/tree/updater_prune.cc:74: tree pruning end, 1 roots, 116 extra
    nodes, 0 pruned nodes, max_depth=6</p>
    
    <p><a href="https://xgboost.readthedocs.org/en/latest/python/index.html#contents" rel="noreferrer">1</a>   eval-rmse:0.410902  train-rmse:0.339925 [09:17:38]
    src/tree/updater_prune.cc:74: tree pruning end, 1 roots, 124 extra
    nodes, 0 pruned nodes, max_depth=6</p>
    
    <p>[2]   eval-rmse:0.413563  train-rmse:0.335941 [09:17:38]
    src/tree/updater_prune.cc:74: tree pruning end, 1 roots, 126 extra
    nodes, 0 pruned nodes, max_depth=6</p>
    
    <p>[3]   eval-rmse:0.418412  train-rmse:0.333071 [09:17:38]
    src/tree/updater_prune.cc:74: tree pruning end, 1 roots, 114 extra
    nodes, 0 pruned nodes, max_depth=6</p>
  </blockquote>
  
  <p>However I need to pass these <code>eval-rmse</code> and <code>train-rmse</code> further in code or at least plot these curves.</p>