XGBClassifier's predictions are not probabilities with objective='binary:logistic'

#1

I am using a XGBoost’s XGBClassifier, a binary 0-1 target, and I am trying to define a custom metric function. It supposedly receives an array of predictions and a DMatrix with the training set according to the XGBoost Tutorials.

I have used objective='binary:logistic' in order to get probabilities but the prediction values passed to the custom metric function are not between 0 and 1. They can be like between -3 and 5 and the range of values seems to grow with the iterations.

What is wrong with the code below?

import numpy as np
from xgboost import XGBClassifier
from sklearn.metrics import brier_score_loss

def brier_score(y_pred, dtrain):
    y_train = dtrain.get_label()
    y_prob = y_pred
    print(f'Min: {min(y_prob)}, max: {max(y_prob)}') # for testing
    return 'Brier_score', brier_score_loss(y_train, y_prob)

SEED = 42
model = XGBClassifier(n_estimators=100, objective='binary:logistic',
                      disable_default_eval_metric=1, scale_pos_weight=12,
                      n_jobs=-1, random_state=np.random.RandomState(SEED), verbosity=1)
model.fit(X_train, y_train, eval_metric=brier_score, eval_set=[(X_test, y_test)], verbose=1)

Output:

Min: -1.21437, max: 1.46595
ValueError: y_prob contains values less than 0.