diff --git a/lightgbmlss/model.py b/lightgbmlss/model.py
index 3693ee7..f966a87 100644
--- a/lightgbmlss/model.py
+++ b/lightgbmlss/model.py
@@ -570,15 +570,8 @@ def set_valid_margin(self,
         valid_sets : list
             List of tuples containing the train and evaluation set.
         """
-        valid_sets1 = valid_sets[0]
-        init_score_val1 = (np.ones(shape=(valid_sets1.get_label().shape[0], 1))) * start_values
-        valid_sets1.set_init_score(init_score_val1.ravel(order="F"))
-
-        valid_sets2 = valid_sets[1]
-        init_score_val2 = (np.ones(shape=(valid_sets2.get_label().shape[0], 1))) * start_values
-        valid_sets2.set_init_score(init_score_val2.ravel(order="F"))
-
-        valid_sets = [valid_sets1, valid_sets2]
+        for valid_set in valid_sets:
+            self.set_init_score(valid_set)
 
         return valid_sets