Update XGBoost + Dask overview documentation (#5961)

* Add imports to code snippet

* Better writing.

doc/tutorials/dask.rst

@@ -3,12 +3,12 @@ Distributed XGBoost with Dask
 #############################
 
 `Dask <https://dask.org>`_ is a parallel computing library built on Python. Dask allows
-easy management of distributed workers and excels handling large distributed data science
+easy management of distributed workers and excels at handling large distributed data science
 workflows.  The implementation in XGBoost originates from `dask-xgboost
 <https://github.com/dask/dask-xgboost>`_ with some extended functionalities and a
 different interface.  Right now it is still under construction and may change (with proper
-warnings) in the future.  The tutorial here focus on basic usage of dask with CPU tree
+warnings) in the future.  The tutorial here focuses on basic usage of dask with CPU tree
-algorithm.  For an overview of GPU based training and internal working, see `A New,
+algorithms.  For an overview of GPU based training and internal workings, see `A New,
 Official Dask API for XGBoost
 <https://medium.com/rapids-ai/a-new-official-dask-api-for-xgboost-e8b10f3d1eb7>`_.
 
@@ -22,25 +22,29 @@ Official Dask API for XGBoost
 Requirements
 ************
 
-Dask is trivial to install using either pip or conda.  `See here for official install
+Dask can be installed using either pip or conda (see the dask `installation
-documentation <https://docs.dask.org/en/latest/install.html>`_.  For accelerating XGBoost
+documentation <https://docs.dask.org/en/latest/install.html>`_ for more information).  For
-with GPU, `dask-cuda <https://github.com/rapidsai/dask-cuda>`_ is recommended for creating
+accelerating XGBoost with GPUs, `dask-cuda <https://github.com/rapidsai/dask-cuda>`_ is
-GPU clusters.
+recommended for creating GPU clusters.
 
 
 ********
 Overview
 ********
 
-There are 3 different components in dask from a user's perspective, namely a scheduler,
+A dask cluster consists of three different components: a centralized scheduler, one or
-bunch of workers and some clients connecting to the scheduler.  For using XGBoost with
+more workers, and one or more clients which act as the user-facing entry point for submitting
-dask, one needs to call XGBoost dask interface from the client side.  A small example
+tasks to the cluster.  When using XGBoost with dask, one needs to call the XGBoost dask interface
-illustrates the basic usage:
+from the client side.  Below is a small example which illustrates basic usage of running XGBoost
+on a dask cluster:
 
 .. code-block:: python
 
-  cluster = LocalCluster(n_workers=4, threads_per_worker=1)
+  import xgboost as xgb
-  client = Client(cluster)
+  import dask.distributed
+
+  cluster = dask.distributed.LocalCluster(n_workers=4, threads_per_worker=1)
+  client = dask.distributed.Client(cluster)
 
   dtrain = xgb.dask.DaskDMatrix(client, X, y)  # X and y are dask dataframes or arrays
 
@@ -50,23 +54,24 @@ illustrates the basic usage:
                           dtrain,
                           num_boost_round=4, evals=[(dtrain, 'train')])
 
-Here we first create a cluster in single-node mode wtih ``distributed.LocalCluster``, then
+Here we first create a cluster in single-node mode with ``dask.distributed.LocalCluster``, then
-connect a ``client`` to this cluster, setting up environment for later computation.
+connect a ``dask.distributed.Client`` to this cluster, setting up an environment for later computation.
-Similar to non-distributed interface, we create a ``DMatrix`` object and pass it to
+
-``train`` along with some other parameters.  Except in dask interface, client is an extra
+We then create a ``DMatrix`` object and pass it to ``train``, along with some other parameters,
-argument for carrying out the computation, when set to ``None`` XGBoost will use the
+much like XGBoost's normal, non-dask interface. The primary difference with XGBoost's dask interface is
-default client returned from dask.
+we pass our dask client as an additional argument for carrying out the computation. Note that if
+client is set to ``None``, XGBoost will use the default client returned by dask.
 
 There are two sets of APIs implemented in XGBoost.  The first set is functional API
-illustrated in above example.  Given the data and a set of parameters, `train` function
+illustrated in above example.  Given the data and a set of parameters, the ``train`` function
-returns a model and the computation history as Python dictionary
+returns a model and the computation history as a Python dictionary:
 
 .. code-block:: python
 
   {'booster': Booster,
    'history': dict}
 
-For prediction, pass the ``output`` returned by ``train`` into ``xgb.dask.predict``
+For prediction, pass the ``output`` returned by ``train`` into ``xgb.dask.predict``:
 
 .. code-block:: python
 
@@ -80,9 +85,8 @@ Or equivalently, pass ``output['booster']``:
 
 Here ``prediction`` is a dask ``Array`` object containing predictions from model.
 
-Another set of API is a Scikit-Learn wrapper, which mimics the stateful Scikit-Learn
+Alternatively, XGBoost also implements the Scikit-Learn interface with ``DaskXGBClassifier``
-interface with ``DaskXGBClassifier`` and ``DaskXGBRegressor``.  See ``xgboost/demo/dask``
+and ``DaskXGBRegressor``. See ``xgboost/demo/dask`` for more examples.
-for more examples.
 
 *******
 Threads
@@ -94,7 +98,7 @@ will override the configuration in Dask.  For example:
 
 .. code-block:: python
 
-  with LocalCluster(n_workers=7, threads_per_worker=4) as cluster:
+  with dask.distributed.LocalCluster(n_workers=7, threads_per_worker=4) as cluster:
 
 There are 4 threads allocated for each dask worker.  Then by default XGBoost will use 4
 threads in each process for both training and prediction.  But if ``nthread`` parameter is
@@ -117,21 +121,21 @@ Working with asyncio
 
 .. versionadded:: 1.2.0
 
-XGBoost dask interface supports the new ``asyncio`` in Python and can be integrated into
+XGBoost's dask interface supports the new ``asyncio`` in Python and can be integrated into
 asynchronous workflows.  For using dask with asynchronous operations, please refer to
-`dask example <https://examples.dask.org/applications/async-await.html>`_ and document in
+`this dask example <https://examples.dask.org/applications/async-await.html>`_ and document in
-`distributed <https://distributed.dask.org/en/latest/asynchronous.html>`_.  As XGBoost
+`distributed <https://distributed.dask.org/en/latest/asynchronous.html>`_. To use XGBoost's
-takes ``Client`` object as an argument for both training and prediction, so when
+dask interface asynchronously, the ``client`` which is passed as an argument for training and
-``asynchronous=True`` is specified when creating ``Client``, the dask interface can adapt
+prediction must be operating in asynchronous mode by specifying ``asynchronous=True`` when the
-the change accordingly.  All functions provided by the functional interface returns a
+``client`` is created (example below). All functions (including ``DaskDMatrix``) provided
-coroutine when called in async function, and hence require awaiting to get the result,
+by the functional interface will then return coroutines which can then be awaited to retrieve
-including ``DaskDMatrix``.
+their result.
 
 Functional interface:
 
 .. code-block:: python
 
-    async with Client(scheduler_address, asynchronous=True) as client:
+    async with dask.distributed.Client(scheduler_address, asynchronous=True) as client:
         X, y = generate_array()
         m = await xgb.dask.DaskDMatrix(client, X, y)
         output = await xgb.dask.train(client, {}, dtrain=m)
@@ -144,13 +148,13 @@ Functional interface:
         print(await client.compute(with_m))
 
 
-While for Scikit Learn interface, trivial methods like ``set_params`` and accessing class
+While for the Scikit-Learn interface, trivial methods like ``set_params`` and accessing class
 attributes like ``evals_result_`` do not require ``await``.  Other methods involving
 actual computation will return a coroutine and hence require awaiting:
 
 .. code-block:: python
 
-    async with Client(scheduler_address, asynchronous=True) as client:
+    async with dask.distributed.Client(scheduler_address, asynchronous=True) as client:
         X, y = generate_array()
         regressor = await xgb.dask.DaskXGBRegressor(verbosity=1, n_estimators=2)
         regressor.set_params(tree_method='hist')  # trivial method, synchronous operation
@@ -169,39 +173,38 @@ return 2 workers.
 Why is the initialization of ``DaskDMatrix``  so slow and throws weird errors
 *****************************************************************************
 
-The dask API in XGBoost requires construction of ``DaskDMatrix``.  With ``Scikit-Learn``
+The dask API in XGBoost requires construction of ``DaskDMatrix``.  With the Scikit-Learn
-interface, ``DaskDMatrix`` is implicitly constructed for each input data during `fit` or
+interface, ``DaskDMatrix`` is implicitly constructed for all input data during the ``fit`` or
-`predict`.  You might have observed its construction is taking incredible amount of time,
+``predict`` steps.  You might have observed that ``DaskDMatrix`` construction can take large amounts of time,
-and sometimes throws error that doesn't seem to be relevant to `DaskDMatrix`.  Here is a
+and sometimes throws errors that don't seem to be relevant to ``DaskDMatrix``.  Here is a
-brief explanation for why.  By default most of dask's computation is `lazy
+brief explanation for why.  By default most dask computations are `lazily evaluated
 <https://docs.dask.org/en/latest/user-interfaces.html#laziness-and-computing>`_, which
-means the computation is not carried out until you explicitly ask for result, either by
+means that computation is not carried out until you explicitly ask for a result by, for example,
-calling `compute()` or `wait()`.  See above link for details in dask, and `this wiki
+calling ``compute()``.  See the previous link for details in dask, and `this wiki
-<https://en.wikipedia.org/wiki/Lazy_evaluation>`_ for general concept of lazy evaluation.
+<https://en.wikipedia.org/wiki/Lazy_evaluation>`_ for information on the general concept of lazy evaluation.
-The `DaskDMatrix` constructor forces all lazy computation to materialize, which means it's
+The ``DaskDMatrix`` constructor forces lazy computations to be evaluated, which means it's
 where all your earlier computation actually being carried out, including operations like
-`dd.read_csv()`.  To isolate the computation in `DaskDMatrix` from other lazy
+``dd.read_csv()``.  To isolate the computation in ``DaskDMatrix`` from other lazy
-computations, one can explicitly wait for results of input data before calling constructor
+computations, one can explicitly wait for results of input data before constructing a ``DaskDMatrix``.
-of `DaskDMatrix`.  Also dask's `web interface
+Also dask's `diagnostics dashboard <https://distributed.dask.org/en/latest/web.html>`_ can be used to
-<https://distributed.dask.org/en/latest/web.html>`_ can be used to monitor what operations
+monitor what operations are currently being performed.
-are currently being performed.
 
 ***********
 Limitations
 ***********
 
-Basic functionalities including training and generating predictions for regression and
+Basic functionality including model training and generating classification and regression predictions
-classification are implemented.  But there are still some other limitations we haven't
+have been implemented.  However, there are still some other limitations we haven't
-addressed yet.
+addressed yet:
 
-- Label encoding for Scikit-Learn classifier may not be supported.  Meaning that user need
+- Label encoding for the ``DaskXGBClassifier`` classifier may not be supported.  So users need
   to encode their training labels into discrete values first.
-- Ranking is not supported right now.
+- Ranking is not yet supported.
 - Empty worker is not well supported by classifier.  If the training hangs for classifier
   with a warning about empty DMatrix, please consider balancing your data first.  But
   regressor works fine with empty DMatrix.
 - Callback functions are not tested.
-- Only ``GridSearchCV`` from ``scikit-learn`` is supported for dask interface.  Meaning
+- Only ``GridSearchCV`` from Scikit-Learn is supported.  Meaning that we can distribute data
-  that we can distribute data among workers but have to train one model at a time.  If you
+  among workers but have to train one model at a time.  If you want to scale up grid searching with
-  want to scale up grid searching with model parallelism by ``dask-ml``, please consider
+  model parallelism with `Dask-ML <https://ml.dask.org/>`_, please consider using XGBoost's non-dask
-  using normal ``scikit-learn`` interface like `xgboost.XGBRegressor` for now.
+  Scikit-Learn interface, for example ``xgboost.XGBRegressor``, for now.