Create xgboost_cv_terminator.py

[nicholasptran]

Motivation

I came across the file without the terminator and I figured me from an hour ago would've found it useful.

Description of the changes

Added a file that I copied from xgboost_cv_integration.py that includes the new terminatorcallback and report_cross_validation_scores.

Note: I left in return history["test-auc-mean"].values[-1] but I think most people would use history["test-auc-mean"].mean()

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