What are different options for objective functions available in xgboost.XGBClassifier?

That’s true that binary:logistic is the default objective for XGBClassifier, but I don’t see any reason why you couldn’t use other objectives offered by XGBoost package.
For example, you can see in sklearn.py source code that multi:softprob is used explicitly in multiclass case.

Moreover, if it’s really necessary, you can provide a custom objective function (details here).

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