Fix Scorecard Github Action not working

.github/workflows/scorecards.yml

@@ -27,7 +27,7 @@ jobs:
           persist-credentials: false
 
       - name: "Run analysis"
-        uses: ossf/scorecard-action@865b4092859256271290c77adbd10a43f4779972 # tag=v2.0.3
+        uses: ossf/scorecard-action@99c53751e09b9529366343771cc321ec74e9bd3d # tag=v2.0.6
         with:
           results_file: results.sarif
           results_format: sarif

SECURITY.md

@@ -0,0 +1,22 @@
+# Security Policy
+
+## Supported Versions
+
+<!-- Use this section to tell people about which versions of your project are
+currently being supported with security updates. -->
+Security updates are applied only to the most recent release.
+
+## Reporting a Vulnerability
+
+<!-- Use this section to tell people how to report a vulnerability.
+
+Tell them where to go, how often they can expect to get an update on a
+reported vulnerability, what to expect if the vulnerability is accepted or
+declined, etc. -->
+
+To report a security issue, please email
+[security@xgboost-ci.net](mailto:security@xgboost-ci.net)
+with a description of the issue, the steps you took to create the issue,
+affected versions, and, if known, mitigations for the issue.
+
+All support will be made on the best effort base, so please indicate the "urgency level" of the vulnerability as Critical, High, Medium or Low.