Check support status for categorical features. (#9946)

include/xgboost/data.h

@@ -1,5 +1,5 @@
 /**
- * Copyright 2015-2023 by XGBoost Contributors
+ * Copyright 2015-2024, XGBoost Contributors
  * \file data.h
  * \brief The input data structure of xgboost.
  * \author Tianqi Chen
@@ -158,15 +158,15 @@ class MetaInfo {
   void SetFeatureInfo(const char *key, const char **info, const bst_ulong size);
   void GetFeatureInfo(const char *field, std::vector<std::string>* out_str_vecs) const;
 
-  /*
-   * \brief Extend with other MetaInfo.
+  /**
+   * @brief Extend with other MetaInfo.
    *
-   * \param that The other MetaInfo object.
+   * @param that The other MetaInfo object.
    *
-   * \param accumulate_rows Whether rows need to be accumulated in this function.  If
+   * @param accumulate_rows Whether rows need to be accumulated in this function.  If
    *                        client code knows number of rows in advance, set this
    *                        parameter to false.
-   * \param check_column Whether the extend method should check the consistency of
+   * @param check_column Whether the extend method should check the consistency of
    *                     columns.
    */
   void Extend(MetaInfo const& that, bool accumulate_rows, bool check_column);
@@ -203,13 +203,18 @@ class MetaInfo {
    * learning where labels are only available on worker 0.
    */
   bool ShouldHaveLabels() const;
+  /**
+   * @brief Flag for whether the DMatrix has categorical features.
+   */
+  bool HasCategorical() const { return has_categorical_; }
 
  private:
   void SetInfoFromHost(Context const& ctx, StringView key, Json arr);
   void SetInfoFromCUDA(Context const& ctx, StringView key, Json arr);
 
   /*! \brief argsort of labels */
   mutable std::vector<size_t> label_order_cache_;
+  bool has_categorical_{false};
 };
 
 /*! \brief Element from a sparse vector */

src/common/error_msg.h

@@ -1,5 +1,5 @@
 /**
- * Copyright 2023 by XGBoost contributors
+ * Copyright 2023-2024, XGBoost contributors
  *
  * \brief Common error message for various checks.
  */
@@ -99,5 +99,9 @@ constexpr StringView InvalidCUDAOrdinal() {
 void MismatchedDevices(Context const* booster, Context const* data);
 
 inline auto NoFederated() { return "XGBoost is not compiled with federated learning support."; }
+
+inline auto NoCategorical(std::string name) {
+  return name + " doesn't support categorical features.";
+}
 }  // namespace xgboost::error
 #endif  // XGBOOST_COMMON_ERROR_MSG_H_

src/data/data.cc

@@ -1,5 +1,5 @@
 /**
- * Copyright 2015-2023 by XGBoost Contributors
+ * Copyright 2015-2024, XGBoost Contributors
  * \file data.cc
  */
 #include "xgboost/data.h"
@@ -260,9 +260,14 @@ void MetaInfo::SaveBinary(dmlc::Stream *fo) const {
   CHECK_EQ(field_cnt, kNumField) << "Wrong number of fields";
 }
 
-void LoadFeatureType(std::vector<std::string>const& type_names, std::vector<FeatureType>* types) {
+/**
+ * @brief Load feature type info from names, returns whether there's categorical features.
+ */
+[[nodiscard]] bool LoadFeatureType(std::vector<std::string> const& type_names,
+                                   std::vector<FeatureType>* types) {
   types->clear();
-  for (auto const &elem : type_names) {
+  bool has_cat{false};
+  for (auto const& elem : type_names) {
     if (elem == "int") {
       types->emplace_back(FeatureType::kNumerical);
     } else if (elem == "float") {
@@ -273,10 +278,12 @@ void LoadFeatureType(std::vector<std::string>const& type_names, std::vector<Feat
       types->emplace_back(FeatureType::kNumerical);
     } else if (elem == "c") {
       types->emplace_back(FeatureType::kCategorical);
+      has_cat = true;
     } else {
       LOG(FATAL) << "All feature_types must be one of {int, float, i, q, c}.";
     }
   }
+  return has_cat;
 }
 
 const std::vector<size_t>& MetaInfo::LabelAbsSort(Context const* ctx) const {
@@ -340,7 +347,8 @@ void MetaInfo::LoadBinary(dmlc::Stream *fi) {
   LoadVectorField(fi, u8"feature_names", DataType::kStr, &feature_names);
   LoadVectorField(fi, u8"feature_types", DataType::kStr, &feature_type_names);
   LoadVectorField(fi, u8"feature_weights", DataType::kFloat32, &feature_weights);
-  LoadFeatureType(feature_type_names, &feature_types.HostVector());
+
+  this->has_categorical_ = LoadFeatureType(feature_type_names, &feature_types.HostVector());
 }
 
 template <typename T>
@@ -639,6 +647,7 @@ void MetaInfo::SetFeatureInfo(const char* key, const char **info, const bst_ulon
     CHECK_EQ(size, this->num_col_) << "Length of " << key << " must be equal to number of columns.";
     CHECK(info);
   }
+
   if (!std::strcmp(key, "feature_type")) {
     feature_type_names.clear();
     for (size_t i = 0; i < size; ++i) {
@@ -651,7 +660,7 @@ void MetaInfo::SetFeatureInfo(const char* key, const char **info, const bst_ulon
           << "Length of " << key << " must be equal to number of columns.";
     }
     auto& h_feature_types = feature_types.HostVector();
-    LoadFeatureType(feature_type_names, &h_feature_types);
+    this->has_categorical_ = LoadFeatureType(feature_type_names, &h_feature_types);
   } else if (!std::strcmp(key, "feature_name")) {
     if (IsColumnSplit()) {
       std::vector<std::string> local_feature_names{};
@@ -674,9 +683,8 @@ void MetaInfo::SetFeatureInfo(const char* key, const char **info, const bst_ulon
   }
 }
 
-void MetaInfo::GetFeatureInfo(const char *field,
-                              std::vector<std::string> *out_str_vecs) const {
-  auto &str_vecs = *out_str_vecs;
+void MetaInfo::GetFeatureInfo(const char* field, std::vector<std::string>* out_str_vecs) const {
+  auto& str_vecs = *out_str_vecs;
   if (!std::strcmp(field, "feature_type")) {
     str_vecs.resize(feature_type_names.size());
     std::copy(feature_type_names.cbegin(), feature_type_names.cend(), str_vecs.begin());
@@ -689,6 +697,9 @@ void MetaInfo::GetFeatureInfo(const char *field,
 }
 
 void MetaInfo::Extend(MetaInfo const& that, bool accumulate_rows, bool check_column) {
+  /**
+   * shape
+   */
   if (accumulate_rows) {
     this->num_row_ += that.num_row_;
   }
@@ -702,6 +713,9 @@ void MetaInfo::Extend(MetaInfo const& that, bool accumulate_rows, bool check_col
   }
   this->num_col_ = that.num_col_;
 
+  /**
+   * info with n_samples
+   */
   linalg::Stack(&this->labels, that.labels);
 
   this->weights_.SetDevice(that.weights_.Device());
@@ -715,6 +729,9 @@ void MetaInfo::Extend(MetaInfo const& that, bool accumulate_rows, bool check_col
 
   linalg::Stack(&this->base_margin_, that.base_margin_);
 
+  /**
+   * group
+   */
   if (this->group_ptr_.size() == 0) {
     this->group_ptr_ = that.group_ptr_;
   } else {
@@ -727,17 +744,25 @@ void MetaInfo::Extend(MetaInfo const& that, bool accumulate_rows, bool check_col
                             group_ptr.end());
   }
 
+  /**
+   * info with n_features
+   */
   if (!that.feature_names.empty()) {
     this->feature_names = that.feature_names;
   }
+
   if (!that.feature_type_names.empty()) {
     this->feature_type_names = that.feature_type_names;
-    auto &h_feature_types = feature_types.HostVector();
-    LoadFeatureType(this->feature_type_names, &h_feature_types);
+    auto& h_feature_types = feature_types.HostVector();
+    this->has_categorical_ = LoadFeatureType(this->feature_type_names, &h_feature_types);
   } else if (!that.feature_types.Empty()) {
+    // FIXME(jiamingy): https://github.com/dmlc/xgboost/pull/9171/files#r1440188612
     this->feature_types.Resize(that.feature_types.Size());
     this->feature_types.Copy(that.feature_types);
+    auto const& ft = this->feature_types.ConstHostVector();
+    this->has_categorical_ = std::any_of(ft.cbegin(), ft.cend(), common::IsCatOp{});
   }
+
   if (!that.feature_weights.Empty()) {
     this->feature_weights.Resize(that.feature_weights.Size());
     this->feature_weights.SetDevice(that.feature_weights.Device());

src/data/iterative_dmatrix.h

@@ -93,7 +93,7 @@ class IterativeDMatrix : public DMatrix {
     return nullptr;
   }
   BatchSet<SparsePage> GetRowBatches() override {
-    LOG(FATAL) << "Not implemented.";
+    LOG(FATAL) << "Not implemented for `QuantileDMatrix`.";
     return BatchSet<SparsePage>(BatchIterator<SparsePage>(nullptr));
   }
   BatchSet<CSCPage> GetColumnBatches(Context const *) override {

src/gbm/gblinear.cc

@@ -1,5 +1,5 @@
 /**
- * Copyright 2014-2023, XGBoost Contributors
+ * Copyright 2014-2024, XGBoost Contributors
  * \file gblinear.cc
  * \brief Implementation of Linear booster, with L1/L2 regularization: Elastic Net
  *        the update rule is parallel coordinate descent (shotgun)
@@ -8,25 +8,24 @@
 #include <dmlc/omp.h>
 #include <dmlc/parameter.h>
 
-#include <vector>
-#include <string>
-#include <sstream>
 #include <algorithm>
 #include <numeric>
+#include <sstream>
+#include <string>
+#include <vector>
 
+#include "../common/common.h"
+#include "../common/error_msg.h"  // NoCategorical, DeprecatedFunc
+#include "../common/threading_utils.h"
+#include "../common/timer.h"
+#include "gblinear_model.h"
 #include "xgboost/gbm.h"
 #include "xgboost/json.h"
-#include "xgboost/predictor.h"
-#include "xgboost/linear_updater.h"
-#include "xgboost/logging.h"
 #include "xgboost/learner.h"
 #include "xgboost/linalg.h"
-
-#include "gblinear_model.h"
-#include "../common/timer.h"
-#include "../common/common.h"
-#include "../common/threading_utils.h"
-#include "../common/error_msg.h"
+#include "xgboost/linear_updater.h"
+#include "xgboost/logging.h"
+#include "xgboost/predictor.h"
 
 namespace xgboost::gbm {
 DMLC_REGISTRY_FILE_TAG(gblinear);
@@ -145,6 +144,7 @@ class GBLinear : public GradientBooster {
                ObjFunction const*) override {
     monitor_.Start("DoBoost");
 
+    CHECK(!p_fmat->Info().HasCategorical()) << error::NoCategorical("`gblinear`");
     model_.LazyInitModel();
     this->LazySumWeights(p_fmat);
 

src/tree/updater_colmaker.cc

@@ -1,21 +1,22 @@
 /**
- * Copyright 2014-2023 by XGBoost Contributors
+ * Copyright 2014-2024, XGBoost Contributors
  * \file updater_colmaker.cc
  * \brief use columnwise update to construct a tree
  * \author Tianqi Chen
  */
-#include <vector>
-#include <cmath>
 #include <algorithm>
+#include <cmath>
+#include <vector>
 
-#include "xgboost/parameter.h"
-#include "xgboost/tree_updater.h"
-#include "xgboost/logging.h"
-#include "xgboost/json.h"
-#include "param.h"
-#include "constraints.h"
+#include "../common/error_msg.h"  // for NoCategorical
 #include "../common/random.h"
+#include "constraints.h"
+#include "param.h"
 #include "split_evaluator.h"
+#include "xgboost/json.h"
+#include "xgboost/logging.h"
+#include "xgboost/parameter.h"
+#include "xgboost/tree_updater.h"
 
 namespace xgboost::tree {
 
@@ -102,6 +103,9 @@ class ColMaker: public TreeUpdater {
       LOG(FATAL) << "Updater `grow_colmaker` or `exact` tree method doesn't "
                     "support external memory training.";
     }
+    if (dmat->Info().HasCategorical()) {
+      LOG(FATAL) << error::NoCategorical("Updater `grow_colmaker` or `exact` tree method");
+    }
     this->LazyGetColumnDensity(dmat);
     // rescale learning rate according to size of trees
     interaction_constraints_.Configure(*param, dmat->Info().num_row_);

tests/python/test_data_iterator.py

@@ -1,3 +1,5 @@
+import os
+import tempfile
 import weakref
 from typing import Any, Callable, Dict, List
 
@@ -195,3 +197,39 @@ def mock(*args: Any, **kwargs: Any) -> Any:
     assert called == 1
 
     xgb.data._proxy_transform = transform
+
+
+def test_cat_check() -> None:
+    n_batches = 3
+    n_features = 2
+    n_samples_per_batch = 16
+
+    batches = []
+
+    for i in range(n_batches):
+        X, y = tm.make_categorical(
+            n_samples=n_samples_per_batch,
+            n_features=n_features,
+            n_categories=3,
+            onehot=False,
+        )
+        batches.append((X, y))
+
+    X, y = list(zip(*batches))
+    it = tm.IteratorForTest(X, y, None, cache=None)
+    Xy: xgb.DMatrix = xgb.QuantileDMatrix(it, enable_categorical=True)
+
+    with pytest.raises(ValueError, match="categorical features"):
+        xgb.train({"tree_method": "exact"}, Xy)
+
+    Xy = xgb.DMatrix(X[0], y[0], enable_categorical=True)
+    with pytest.raises(ValueError, match="categorical features"):
+        xgb.train({"tree_method": "exact"}, Xy)
+
+    with tempfile.TemporaryDirectory() as tmpdir:
+        cache_path = os.path.join(tmpdir, "cache")
+
+        it = tm.IteratorForTest(X, y, None, cache=cache_path)
+        Xy = xgb.DMatrix(it, enable_categorical=True)
+        with pytest.raises(ValueError, match="categorical features"):
+            xgb.train({"booster": "gblinear"}, Xy)