title: printing out Best Parameter with Max/Best AUC Score
body: <p>I am doing hyperparameter tuning and I am unable to print out max AUC score together with best parameter. see my below code. It only print 'Best params: None, AUC: inf' instead of 'Best params: 5, AUC: 87.1'</p>
  
  <pre><code>#HyperParameter Tuning
  gridsearch_params = [
      max_depth
      for max_depth in range(2,10,1)
  ]
  
  #initial best params and AUC
  max_auc = float("Inf")
  best_params = None
  for max_depth in gridsearch_params:
      print("CV with max_depth={}".format(
                               max_depth
                               ))
      # Update our parameters
      parameters['max_depth'] = max_depth
      # Run CV
      cv_results = xgb.cv(
          parameters,
          dtrain,
          num_boost_round=num_rounds,
          seed=42,
          nfold=5,
          metrics={'auc'},
          early_stopping_rounds=10,
          verbose_eval=100,
          stratified=False
      )
      # Update best AUC
      mean_auc = max(cv_results['test-auc-mean'])
      boost_rounds = np.argmax((cv_results['test-auc-mean']))
      print("\tAUC {} for {} rounds".format(mean_auc, boost_rounds))
      if mean_auc &gt; max_auc:
          max_auc = mean_auc
          best_params = max_depth
  
  
  print("Best params: {}, AUC: {}".format(best_params, max_auc))
  </code></pre>