title: sklearn: early_stopping with eval_set?
body: <p>I was using <code>xgboost</code> and it provides the <code>early_stopping</code> feature that is quite good.</p>
  
  <p>However, when I look to <code>sklearn</code> <code>fit</code> function, I see only <code>Xtrain, ytrain</code> parameters but no parameters for early_stopping.</p>
  
  <p>Is there a way to pass the evaluation set to sklearn for early_stopping?</p>
  
  <p>Thanks</p>