[jvm-packages] Add DeviceQuantileDMatrix to Scala binding (#7459)

jvm-packages/xgboost4j-gpu/src/main/java/ml/dmlc/xgboost4j/gpu/java/CudfColumn.java

@@ -27,7 +27,7 @@ import ml.dmlc.xgboost4j.java.Column;
  * This class is composing of base data with Apache Arrow format from Cudf ColumnVector.
  * It will be used to generate the cuda array interface.
  */
-class CudfColumn extends Column {
+public class CudfColumn extends Column {
 
   private final long dataPtr; //  gpu data buffer address
   private final long shape;   // row count

jvm-packages/xgboost4j-gpu/src/test/scala/ml/dmlc/xgboost4j/scala/DeviceQuantileDMatrixSuite.scala

@@ -0,0 +1,79 @@
+/*
+ Copyright (c) 2021 by Contributors
+
+ Licensed under the Apache License, Version 2.0 (the "License");
+ you may not use this file except in compliance with the License.
+ You may obtain a copy of the License at
+
+ http://www.apache.org/licenses/LICENSE-2.0
+
+ Unless required by applicable law or agreed to in writing, software
+ distributed under the License is distributed on an "AS IS" BASIS,
+ WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ See the License for the specific language governing permissions and
+ limitations under the License.
+ */
+
+package ml.dmlc.xgboost4j.scala
+
+import scala.collection.mutable.ArrayBuffer
+
+import ai.rapids.cudf.Table
+import org.scalatest.FunSuite
+import ml.dmlc.xgboost4j.gpu.java.CudfColumnBatch
+
+class DeviceQuantileDMatrixSuite extends FunSuite {
+
+  test("DeviceQuantileDMatrix test") {
+
+    val label1 = Array[java.lang.Float](25f, 21f, 22f, 20f, 24f)
+    val weight1 = Array[java.lang.Float](1.3f, 2.31f, 0.32f, 3.3f, 1.34f)
+    val baseMargin1 = Array[java.lang.Float](1.2f, 0.2f, 1.3f, 2.4f, 3.5f)
+
+    val label2 = Array[java.lang.Float](9f, 5f, 4f, 10f, 12f)
+    val weight2 = Array[java.lang.Float](3.0f, 1.3f, 3.2f, 0.3f, 1.34f)
+    val baseMargin2 = Array[java.lang.Float](0.2f, 2.5f, 3.1f, 4.4f, 2.2f)
+
+    withResource(new Table.TestBuilder()
+      .column(1.2f, null.asInstanceOf[java.lang.Float], 5.2f, 7.2f, 9.2f)
+      .column(0.2f, 0.4f, 0.6f, 2.6f, 0.10f.asInstanceOf[java.lang.Float])
+      .build) { X_0 =>
+      withResource(new Table.TestBuilder().column(label1: _*).build) { y_0 =>
+        withResource(new Table.TestBuilder().column(weight1: _*).build) { w_0 =>
+          withResource(new Table.TestBuilder().column(baseMargin1: _*).build) { m_0 =>
+            withResource(new Table.TestBuilder()
+              .column(11.2f, 11.2f, 15.2f, 17.2f, 19.2f.asInstanceOf[java.lang.Float])
+              .column(1.2f, 1.4f, null.asInstanceOf[java.lang.Float], 12.6f, 10.10f).build)
+            { X_1 =>
+              withResource(new Table.TestBuilder().column(label2: _*).build) { y_1 =>
+                withResource(new Table.TestBuilder().column(weight2: _*).build) { w_1 =>
+                  withResource(new Table.TestBuilder().column(baseMargin2: _*).build) { m_1 =>
+                    val batches = new ArrayBuffer[CudfColumnBatch]()
+                    batches += new CudfColumnBatch(X_0, y_0, w_0, m_0)
+                    batches += new CudfColumnBatch(X_1, y_1, w_1, m_1)
+                    val dmatrix = new DeviceQuantileDMatrix(batches.toIterator, 0.0f, 8, 1)
+
+                    assert(dmatrix.getLabel.sameElements(label1 ++ label2))
+                    assert(dmatrix.getWeight.sameElements(weight1 ++ weight2))
+                    assert(dmatrix.getBaseMargin.sameElements(baseMargin1 ++ baseMargin2))
+                  }
+                }
+              }
+            }
+          }
+        }
+      }
+    }
+  }
+
+  /** Executes the provided code block and then closes the resource */
+  private def withResource[T <: AutoCloseable, V](r: T)(block: T => V): V = {
+    try {
+      block(r)
+    } finally {
+      r.close()
+    }
+  }
+
+}
+

jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/DMatrix.scala

@@ -1,5 +1,5 @@
 /*
- Copyright (c) 2014 by Contributors
+ Copyright (c) 2014,2021 by Contributors
 
  Licensed under the Apache License, Version 2.0 (the "License");
  you may not use this file except in compliance with the License.
@@ -17,8 +17,9 @@
 package ml.dmlc.xgboost4j.scala
 
 import _root_.scala.collection.JavaConverters._
+
 import ml.dmlc.xgboost4j.LabeledPoint
-import ml.dmlc.xgboost4j.java.{DMatrix => JDMatrix, DataBatch, XGBoostError}
+import ml.dmlc.xgboost4j.java.{Column, ColumnBatch, DataBatch, XGBoostError, DMatrix => JDMatrix}
 
 class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
   /**
@@ -72,6 +73,18 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
     this(new JDMatrix(headers, indices, data, st, shapeParam))
   }
 
+  /**
+   * Create the normal DMatrix from column array interface
+   * @param columnBatch the XGBoost ColumnBatch to provide the cuda array interface
+   *                    of feature columns
+   * @param missing missing value
+   * @param nthread threads number
+   */
+  @throws(classOf[XGBoostError])
+  def this(columnBatch: ColumnBatch, missing: Float, nthread: Int) {
+    this(new JDMatrix(columnBatch, missing, nthread))
+  }
+
   /**
    * create DMatrix from dense matrix
    *
@@ -150,6 +163,30 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
     jDMatrix.setGroup(group)
   }
 
+  /**
+   * Set label of DMatrix from cuda array interface
+   */
+  @throws(classOf[XGBoostError])
+  def setLabel(column: Column): Unit = {
+    jDMatrix.setLabel(column)
+  }
+
+  /**
+   * set weight of dmatrix from column array interface
+   */
+  @throws(classOf[XGBoostError])
+  def setWeight(column: Column): Unit = {
+    jDMatrix.setWeight(column)
+  }
+
+  /**
+   * set base margin of dmatrix from column array interface
+   */
+  @throws(classOf[XGBoostError])
+  def setBaseMargin(column: Column): Unit = {
+    jDMatrix.setBaseMargin(column)
+  }
+
   /**
    * Get group sizes of DMatrix (used for ranking)
    */

jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/DeviceQuantileDMatrix.scala

@@ -0,0 +1,107 @@
+/*
+ Copyright (c) 2021 by Contributors
+
+ Licensed under the Apache License, Version 2.0 (the "License");
+ you may not use this file except in compliance with the License.
+ You may obtain a copy of the License at
+
+ http://www.apache.org/licenses/LICENSE-2.0
+
+ Unless required by applicable law or agreed to in writing, software
+ distributed under the License is distributed on an "AS IS" BASIS,
+ WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ See the License for the specific language governing permissions and
+ limitations under the License.
+ */
+
+package ml.dmlc.xgboost4j.scala
+
+import _root_.scala.collection.JavaConverters._
+
+import ml.dmlc.xgboost4j.java.{Column, ColumnBatch, XGBoostError, DeviceQuantileDMatrix => JDeviceQuantileDMatrix}
+
+class DeviceQuantileDMatrix private[scala](
+  private[scala] override val jDMatrix: JDeviceQuantileDMatrix) extends DMatrix(jDMatrix) {
+
+  /**
+   * Create DeviceQuantileDMatrix from iterator based on the cuda array interface
+   *
+   * @param iter    the XGBoost ColumnBatch batch to provide the corresponding cuda array interface
+   * @param missing the missing value
+   * @param maxBin  the max bin
+   * @param nthread the parallelism
+   * @throws XGBoostError
+   */
+  def this(iter: Iterator[ColumnBatch], missing: Float, maxBin: Int, nthread: Int) {
+    this(new JDeviceQuantileDMatrix(iter.asJava, missing, maxBin, nthread))
+  }
+
+  /**
+   * set label of dmatrix
+   *
+   * @param labels labels
+   */
+  @throws(classOf[XGBoostError])
+  override def setLabel(labels: Array[Float]): Unit =
+    throw new XGBoostError("DeviceQuantileDMatrix does not support setLabel.")
+
+  /**
+   * set weight of each instance
+   *
+   * @param weights weights
+   */
+  @throws(classOf[XGBoostError])
+  override def setWeight(weights: Array[Float]): Unit =
+    throw new XGBoostError("DeviceQuantileDMatrix does not support setWeight.")
+
+  /**
+   * if specified, xgboost will start from this init margin
+   * can be used to specify initial prediction to boost from
+   *
+   * @param baseMargin base margin
+   */
+  @throws(classOf[XGBoostError])
+  override def setBaseMargin(baseMargin: Array[Float]): Unit =
+    throw new XGBoostError("DeviceQuantileDMatrix does not support setBaseMargin.")
+
+  /**
+   * if specified, xgboost will start from this init margin
+   * can be used to specify initial prediction to boost from
+   *
+   * @param baseMargin base margin
+   */
+  @throws(classOf[XGBoostError])
+  override def setBaseMargin(baseMargin: Array[Array[Float]]): Unit =
+    throw new XGBoostError("DeviceQuantileDMatrix does not support setBaseMargin.")
+
+  /**
+   * Set group sizes of DMatrix (used for ranking)
+   *
+   * @param group group size as array
+   */
+  @throws(classOf[XGBoostError])
+  override def setGroup(group: Array[Int]): Unit =
+    throw new XGBoostError("DeviceQuantileDMatrix does not support setGroup.")
+
+  /**
+   * Set label of DMatrix from cuda array interface
+   */
+  @throws(classOf[XGBoostError])
+  override def setLabel(column: Column): Unit =
+    throw new XGBoostError("DeviceQuantileDMatrix does not support setLabel.")
+
+  /**
+   * set weight of dmatrix from column array interface
+   */
+  @throws(classOf[XGBoostError])
+  override def setWeight(column: Column): Unit =
+    throw new XGBoostError("DeviceQuantileDMatrix does not support setWeight.")
+
+  /**
+   * set base margin of dmatrix from column array interface
+   */
+  @throws(classOf[XGBoostError])
+  override def setBaseMargin(column: Column): Unit =
+    throw new XGBoostError("DeviceQuantileDMatrix does not support setBaseMargin.")
+
+}