title: Problems with running xgboost in Python
body: <p>In running xgboost with Python I run into exceptions:</p>
  
  <p>For a reproducible example:</p>
  
  <pre><code>import sklearn
  from sklearn import datasets
  data, labels = sklearn.datasets.load_diabetes(return_X_y= True)
  labels = (labels &gt; 100) * 1
  X_train = data[:300, :]
  y_train = labels[:300]
  X_test = data[300:,:]
  y_test = labels[300:]
  dtrain = xgb.DMatrix(data = X_train, label = np.array(y_train), feature_names =['age',
    'sex',
    'bmi',
    'bp',
    's1',
    's2',
    's3',
    's4',
    's5',
    's6'])
  dtest = xgb.DMatrix(data = X_test, label = np.array(y_test), feature_names = ['age',
    'sex',
    'bmi',
    'bp',
    's1',
    's2',
    's3',
    's4',
    's5',
    's6'])
  param = {'colsample_bytree': 0.7,
   'eta': 0.3,
   'gamma': 3.0,
   'max_depth': 6,
   'min_child_weight': 4.0,
   'objective': 'binary:logistic',
   'reg_alpha': 0.3,
   'reg_lambda': 0.3,
   'silent': 0,
   'subsample': 0.8}
  watchlist = [(dtest, 'eval'), (dtrain, 'train')]
  num_boost_round = 100
  bst = xgb.train(params = param, watchlist = watchlist , dtrain = dtrain, num_boost_round = num_boost_round,   \
                      early_stopping_rounds = True)
  </code></pre>
  
  <p>This results in the exception:</p>
  
  <pre><code>TypeError: train() got an unexpected keyword argument 'watchlist'
  </code></pre>
  
  <p>If I remove watchlist I get another exception:</p>
  
  <pre><code>bst = xgb.train(params = param, dtrain = dtrain, num_boost_round = num_boost_round,   \
                      early_stopping_rounds = True)
  IndexError: list index out of range
  </code></pre>