Fix global config for external memory. (#10173)

Pass the thread-local configuration between threads.

src/common/device_helpers.cuh

@@ -299,8 +299,7 @@ class MemoryLogger {
     void RegisterAllocation(void *ptr, size_t n) {
       device_allocations[ptr] = n;
       currently_allocated_bytes += n;
-      peak_allocated_bytes =
-        std::max(peak_allocated_bytes, currently_allocated_bytes);
+      peak_allocated_bytes = std::max(peak_allocated_bytes, currently_allocated_bytes);
       num_allocations++;
       CHECK_GT(num_allocations, num_deallocations);
     }

src/common/timer.cc

@@ -1,9 +1,8 @@
-/*!
- * Copyright by Contributors 2019
+/**
+ * Copyright 2019-2024, XGBoost Contributors
  */
 #include "timer.h"
 
-#include <sstream>
 #include <utility>
 
 #include "../collective/communicator-inl.h"
@@ -61,6 +60,9 @@ void Monitor::Print() const {
                              kv.second.timer.elapsed)
                              .count());
   }
+  if (stat_map.empty()) {
+    return;
+  }
   LOG(CONSOLE) << "======== Monitor (" << rank << "): " << label_ << " ========";
   this->PrintStatistics(stat_map);
 }

src/data/sparse_page_source.h

@@ -1,5 +1,5 @@
 /**
- *  Copyright 2014-2023, XGBoost Contributors
+ *  Copyright 2014-2024, XGBoost Contributors
  * \file sparse_page_source.h
  */
 #ifndef XGBOOST_DATA_SPARSE_PAGE_SOURCE_H_
@@ -7,23 +7,26 @@
 
 #include <algorithm>  // for min
 #include <atomic>     // for atomic
+#include <cstdio>     // for remove
 #include <future>     // for async
-#include <map>
-#include <memory>
-#include <mutex>  // for mutex
-#include <string>
-#include <thread>
-#include <utility>  // for pair, move
-#include <vector>
+#include <memory>     // for unique_ptr
+#include <mutex>      // for mutex
+#include <string>     // for string
+#include <utility>    // for pair, move
+#include <vector>     // for vector
 
-#include "../common/common.h"
-#include "../common/io.h"     // for PrivateMmapConstStream
-#include "../common/timer.h"  // for Monitor, Timer
-#include "adapter.h"
-#include "proxy_dmatrix.h"       // for DMatrixProxy
-#include "sparse_page_writer.h"  // for SparsePageFormat
-#include "xgboost/base.h"
-#include "xgboost/data.h"
+#if !defined(XGBOOST_USE_CUDA)
+#include "../common/common.h"  // for AssertGPUSupport
+#endif                         // !defined(XGBOOST_USE_CUDA)
+
+#include "../common/io.h"           // for PrivateMmapConstStream
+#include "../common/timer.h"        // for Monitor, Timer
+#include "proxy_dmatrix.h"          // for DMatrixProxy
+#include "sparse_page_writer.h"     // for SparsePageFormat
+#include "xgboost/base.h"           // for bst_feature_t
+#include "xgboost/data.h"           // for SparsePage, CSCPage
+#include "xgboost/global_config.h"  // for GlobalConfigThreadLocalStore
+#include "xgboost/logging.h"        // for CHECK_EQ
 
 namespace xgboost::data {
 inline void TryDeleteCacheFile(const std::string& file) {
@@ -185,6 +188,7 @@ class SparsePageSourceImpl : public BatchIteratorImpl<S> {
 
     exce_.Rethrow();
 
+    auto const config = *GlobalConfigThreadLocalStore::Get();
     for (std::int32_t i = 0; i < n_prefetch_batches; ++i, ++fetch_it) {
       fetch_it %= n_batches_;  // ring
       if (ring_->at(fetch_it).valid()) {
@@ -192,7 +196,8 @@ class SparsePageSourceImpl : public BatchIteratorImpl<S> {
       }
       auto const* self = this;  // make sure it's const
       CHECK_LT(fetch_it, cache_info_->offset.size());
-      ring_->at(fetch_it) = std::async(std::launch::async, [fetch_it, self, this]() {
+      ring_->at(fetch_it) = std::async(std::launch::async, [fetch_it, self, config, this]() {
+        *GlobalConfigThreadLocalStore::Get() = config;
         auto page = std::make_shared<S>();
         this->exce_.Run([&] {
           std::unique_ptr<SparsePageFormat<S>> fmt{CreatePageFormat<S>("raw")};