Speed up python test (#5752)

* Speed up tests

* Prevent DeviceQuantileDMatrix initialisation with numpy

* Use joblib.memory

* Use RandomState

tests/python-gpu/test_device_quantile_dmatrix.py

@@ -0,0 +1,22 @@
+# -*- coding: utf-8 -*-
+import numpy as np
+import xgboost as xgb
+import unittest
+import pytest
+import sys
+
+sys.path.append("tests/python")
+import testing as tm
+
+
+class TestDeviceQuantileDMatrix(unittest.TestCase):
+    def test_dmatrix_numpy_init(self):
+        data = np.random.randn(5, 5)
+        with pytest.raises(AssertionError, match='is not supported for DeviceQuantileDMatrix'):
+            dm = xgb.DeviceQuantileDMatrix(data, np.ones(5, dtype=np.float64))
+
+    @pytest.mark.skipif(**tm.no_cupy())
+    def test_dmatrix_cupy_init(self):
+        import cupy as cp
+        data = cp.random.randn(5, 5)
+        dm = xgb.DeviceQuantileDMatrix(data, cp.ones(5, dtype=np.float64))

tests/python-gpu/test_gpu_linear.py

@@ -3,12 +3,11 @@ import pytest
 import unittest
 
 sys.path.append('tests/python/')
-import test_linear              # noqa: E402
-import testing as tm            # noqa: E402
+import test_linear  # noqa: E402
+import testing as tm  # noqa: E402
 
 
 class TestGPULinear(unittest.TestCase):
-
     datasets = ["Boston", "Digits", "Cancer", "Sparse regression"]
     common_param = {
         'booster': ['gblinear'],
@@ -16,7 +15,7 @@ class TestGPULinear(unittest.TestCase):
         'eta': [0.5],
         'top_k': [10],
         'tolerance': [1e-5],
-        'alpha': [.005, .1],
+        'alpha': [.1],
         'lambda': [0.005],
         'coordinate_selection': ['cyclic', 'random', 'greedy']}
 
@@ -26,6 +25,6 @@ class TestGPULinear(unittest.TestCase):
         parameters['gpu_id'] = [0]
         for param in test_linear.parameter_combinations(parameters):
             results = test_linear.run_suite(
-                param, 150, self.datasets, scale_features=True)
+                param, 100, self.datasets, scale_features=True)
             test_linear.assert_regression_result(results, 1e-2)
             test_linear.assert_classification_result(results)

tests/python-gpu/test_gpu_updaters.py

@@ -47,6 +47,7 @@ class TestGPU(unittest.TestCase):
         device_dmatrix_datasets = ["Boston", "Cancer", "Digits"]
         for param in test_param:
             param['tree_method'] = 'gpu_hist'
+            
             gpu_results_device_dmatrix = run_suite(param, select_datasets=device_dmatrix_datasets,
                                                    DMatrixT=xgb.DeviceQuantileDMatrix,
                                                    dmatrix_params={'max_bin': param['max_bin']})