Multinomial depedent Variable - XGBRegressor

Dear Community,

I have looked for this answer in the tutorials, in google, in some videos and have not found the solution. Can someone guide me how to use XGBregression but for a multinomial dependent variable?? Thanks very much.

Can you clarify what this means? Is the variable a discrete oridnal (0, 1, 2, …) ? If so, can you use XGBClassifier instead and cast it as a multi-class classification problem?