title: Plot MAE, RMSE in XGboost model
body: <p>I'm trying to plot MAE and RMSE from the XGboost model results.
  First I used gridsearchcv to find params
  then I fit the model and set eval_metrics to be printed out when fitting the model:</p>
  
  <pre><code>myModel = GridSearchCV(estimator=XGBRegressor(
                          learning_rate=0.01,
                          n_estimators=500,
                          max_depth=5,
                          min_child_weight=5,
                          gamma=0,
                          subsample=0.8,
                          colsample_bytree=0.8, 
                          eval_metric ='mae',
                          reg_alpha=0.05
                          ),
                         param_grid = param_search,
                         cv = TimeSeriesSplit(n_splits=5),n_jobs=-1
                        )
  
  #Fit model
  eval_set = [(X_train, y_train), (X_test, y_test)]
  eval_metric = ["rmse","mae"]
  history=myModel.fit(X_train, y_train, eval_metric=eval_metric, eval_set=eval_set)
  </code></pre>
  
  <p>I get correct result of this fit:</p>
  
  <pre><code>[0] validation_0-rmse:7891  validation_0-mae:7791.42    validation_1-rmse:6465.99   validation_1-mae:6465.52
  [1] validation_0-rmse:7813.98   validation_0-mae:7714.55    validation_1-rmse:6398.87   validation_1-mae:6398.4
  </code></pre>
  
  <p>However I tried accessing those values in order to create a plot but I get the following error:</p>
  
  <pre><code>myModel.evals_result()
  
  AttributeError: 'GridSearchCV' object has no attribute 'evals_result'
  </code></pre>
  
  <p>How can I access those values?</p>