Update eval_metric validation to support list of strings

[mzzhang95]

Hey guys, I find that SparkXGB estimators do not support multiple evaluation metric because of param validation.

In this PR, I deleted the param validation for eval_metrics.

[hcho3]

Did you test this pull request on your machine?

[mzzhang95]

Did you test this pull request on your machine?

Yes, I have tested it. It works well. After deleting these three lines, I am able to train a SparkXGB model with multiple eval_metrics.

[wbo4958]

@mzzhang95 Seems eval_metric can accept str or list[str], could you add the list[str] support instead of getting rid of the validation?

[mzzhang95]

@mzzhang95 Seems eval_metric can accept str or list[str], could you add the list[str] support instead of getting rid of the validation?

I added the check back. Now it will check both str and List[str] for eval_metric.

[trivialfis]

Thank you for the fix! Could you please help add a simple test in

xgboost/tests/test_distributed/test_with_spark/test_spark_local.py

Line 448 in d9688f9

class TestPySparkLocal:

?

We use pytest for running python tests.

[mzzhang95]

I added two unit tests for string type and list type eval_metric with ``SparkXGBoostClassifier`. Do you also wanna include regressor and ranker?

And when could this PR be merged? Will there be a release in recent? Thank!

[trivialfis]

And when could this PR be merged?

I should be able to merge it once all tests pass.

Will there be a release in recent? Thank!

Patch release for critical bug fixes only. The next major release will take some time.