This is currently broken in the latest GitHub versions, which are required since CRAN versions of mlr3 and mlr3mbo are not compatible if I remember correctly, as I'm getting:
Learner (surv.xgboost.cox): Configure field 'validate' to enable early stopping."
[436] "This happened PipeOp surv.xgboost.cox's $train())}"
This is currently broken in the latest GitHub versions, which are required since CRAN versions of mlr3 and mlr3mbo are not compatible if I remember correctly, as I'm getting:
Last I tracked this down in a regression context I ended up with https://github.com/mlr-org/mlr3tuning/issues/452 and https://github.com/mlr-org/mlr3mbo/issues/163 respectively, which in short means that I'll need Marc's help and a bit more stability testing before I can start things.