[jvm-packages] xgboost4j evalSet can only get eval score from one worker if use custom evaluate interface
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feature-request
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Description
What posted bellow is the current implement of the usage of customEval which can be set when we construct `XGBoostRegressor` or `XGBoostClassifier`. The problem is that by this we can only get evaluate score from one worker if we run xgboost on spark.
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