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Add checks for invalid inputs for cv. #11255

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@trivialfis trivialfis commented Feb 13, 2025

Close #11013 .
Close #11185 .

@trivialfis trivialfis requested a review from hcho3 February 13, 2025 19:14
@trivialfis trivialfis mentioned this pull request Feb 13, 2025
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@trivialfis trivialfis changed the title Check save_best is not used with cv. Add checks for invalid inputs for cv. Feb 13, 2025
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