[Breaking] Rename Quantile DMatrix C API. (#7082)

The role of ProxyDMatrix is going beyond what it was designed.  Now it's used by both
QuantileDeviceDMatrix and inplace prediction.  After the refactoring of sparse DMatrix it
will also be used for external memory.  Renaming the C API to extract it from
QuantileDeviceDMatrix.

include/xgboost/c_api.h

@@ -234,8 +234,8 @@ XGB_DLL int XGDMatrixCreateFromDT(void** data,
  * - XGProxyDMatrixCreate
  * - XGDMatrixCallbackNext
  * - DataIterResetCallback
- * - XGDeviceQuantileDMatrixSetDataCudaArrayInterface
- * - XGDeviceQuantileDMatrixSetDataCudaColumnar
+ * - XGProxyDMatrixSetDataCudaArrayInterface
+ * - XGProxyDMatrixSetDataCudaColumnar
  * - ... (data setters)
  */
 
@@ -371,9 +371,10 @@ XGB_DLL int XGDeviceQuantileDMatrixCreateFromCallback(
  *
  * \return 0 when success, -1 when failure happens
  */
-XGB_DLL int XGDeviceQuantileDMatrixSetDataCudaArrayInterface(
-    DMatrixHandle handle,
-    const char* c_interface_str);
+XGB_DLL int
+XGProxyDMatrixSetDataCudaArrayInterface(DMatrixHandle handle,
+                                        const char *c_interface_str);
+
 /*!
  * \brief Set data on a DMatrix proxy.
  *
@@ -383,9 +384,9 @@ XGB_DLL int XGDeviceQuantileDMatrixSetDataCudaArrayInterface(
  *
  * \return 0 when success, -1 when failure happens
  */
-XGB_DLL int XGDeviceQuantileDMatrixSetDataCudaColumnar(
-    DMatrixHandle handle,
-    const char* c_interface_str);
+XGB_DLL int XGProxyDMatrixSetDataCudaColumnar(DMatrixHandle handle,
+                                              const char *c_interface_str);
+
 /*
  * ==========================- End data callback APIs ==========================
  */
@@ -563,7 +564,7 @@ XGB_DLL int XGDMatrixGetStrFeatureInfo(DMatrixHandle handle, const char *field,
  * \return 0 when success, -1 when failure happens
  */
 XGB_DLL int XGDMatrixSetDenseInfo(DMatrixHandle handle, const char *field,
-                                  void *data, bst_ulong size, int type);
+                                  void const *data, bst_ulong size, int type);
 
 /*!
  * \brief (deprecated) Use XGDMatrixSetUIntInfo instead. Set group of the training matrix

python-package/xgboost/core.py

@@ -322,6 +322,7 @@ class DataIter:
         self._handle = _ProxyDMatrix()
         self.exception = None
         self.enable_categorical = False
+        self._allow_host = False
 
     @property
     def proxy(self):
@@ -349,12 +350,12 @@ class DataIter:
             feature_types=None,
             **kwargs
         ):
-            from .data import dispatch_device_quantile_dmatrix_set_data
-            from .data import _device_quantile_transform
-            data, feature_names, feature_types = _device_quantile_transform(
+            from .data import dispatch_proxy_set_data
+            from .data import _proxy_transform
+            data, feature_names, feature_types = _proxy_transform(
                 data, feature_names, feature_types, self.enable_categorical,
             )
-            dispatch_device_quantile_dmatrix_set_data(self.proxy, data)
+            dispatch_proxy_set_data(self.proxy, data, self._allow_host)
             self.proxy.set_info(
                 feature_names=feature_names,
                 feature_types=feature_types,
@@ -1009,18 +1010,18 @@ class _ProxyDMatrix(DMatrix):
         interface = data.__cuda_array_interface__
         interface_str = bytes(json.dumps(interface, indent=2), 'utf-8')
         _check_call(
-            _LIB.XGDeviceQuantileDMatrixSetDataCudaArrayInterface(
+            _LIB.XGProxyDMatrixSetDataCudaArrayInterface(
                 self.handle,
                 interface_str
             )
         )
 
     def _set_data_from_cuda_columnar(self, data):
-        '''Set data from CUDA columnar format.1'''
+        '''Set data from CUDA columnar format.'''
         from .data import _cudf_array_interfaces
         _, interfaces_str = _cudf_array_interfaces(data)
         _check_call(
-            _LIB.XGDeviceQuantileDMatrixSetDataCudaColumnar(
+            _LIB.XGProxyDMatrixSetDataCudaColumnar(
                 self.handle,
                 interfaces_str
             )

python-package/xgboost/data.py

@@ -775,7 +775,7 @@ class SingleBatchInternalIter(DataIter):  # pylint: disable=R0902
         self.it = 0
 
 
-def _device_quantile_transform(data, feature_names, feature_types, enable_categorical):
+def _proxy_transform(data, feature_names, feature_types, enable_categorical):
     if _is_cudf_df(data) or _is_cudf_ser(data):
         return _transform_cudf_df(
             data, feature_names, feature_types, enable_categorical
@@ -788,8 +788,8 @@ def _device_quantile_transform(data, feature_names, feature_types, enable_catego
     raise TypeError("Value type is not supported for data iterator:" + str(type(data)))
 
 
-def dispatch_device_quantile_dmatrix_set_data(proxy: _ProxyDMatrix, data: Any) -> None:
-    '''Dispatch for DeviceQuantileDMatrix.'''
+def dispatch_proxy_set_data(proxy: _ProxyDMatrix, data: Any, allow_host: bool) -> None:
+    """Dispatch for DeviceQuantileDMatrix."""
     if _is_cudf_df(data):
         proxy._set_data_from_cuda_columnar(data)  # pylint: disable=W0212
         return
@@ -803,5 +803,7 @@ def dispatch_device_quantile_dmatrix_set_data(proxy: _ProxyDMatrix, data: Any) -
         data = _transform_dlpack(data)
         proxy._set_data_from_cuda_interface(data)  # pylint: disable=W0212
         return
+    # Part of https://github.com/dmlc/xgboost/pull/7070
+    assert allow_host is False, "host data is not yet supported."
     raise TypeError('Value type is not supported for data iterator:' +
                     str(type(data)))

src/c_api/c_api.cc

@@ -197,7 +197,7 @@ XGB_DLL int XGProxyDMatrixCreate(DMatrixHandle* out) {
 }
 
 XGB_DLL int
-XGDeviceQuantileDMatrixSetDataCudaArrayInterface(DMatrixHandle handle,
+XGProxyDMatrixSetDataCudaArrayInterface(DMatrixHandle handle,
                                         char const *c_interface_str) {
   API_BEGIN();
   CHECK_HANDLE();
@@ -209,8 +209,7 @@ XGDeviceQuantileDMatrixSetDataCudaArrayInterface(DMatrixHandle handle,
   API_END();
 }
 
-XGB_DLL int
-XGDeviceQuantileDMatrixSetDataCudaColumnar(DMatrixHandle handle,
+XGB_DLL int XGProxyDMatrixSetDataCudaColumnar(DMatrixHandle handle,
                                               char const *c_interface_str) {
   API_BEGIN();
   CHECK_HANDLE();
@@ -433,7 +432,7 @@ XGB_DLL int XGDMatrixGetStrFeatureInfo(DMatrixHandle handle, const char *field,
 }
 
 XGB_DLL int XGDMatrixSetDenseInfo(DMatrixHandle handle, const char *field,
-                                  void *data, xgboost::bst_ulong size,
+                                  void const *data, xgboost::bst_ulong size,
                                   int type) {
   API_BEGIN();
   CHECK_HANDLE();

tests/cpp/helpers.cu

@@ -23,7 +23,7 @@ int CudaArrayIterForTest::Next() {
   if (iter_ == n_batches_) {
     return 0;
   }
-  XGDeviceQuantileDMatrixSetDataCudaArrayInterface(proxy_, batches_[iter_].c_str());
+  XGProxyDMatrixSetDataCudaArrayInterface(proxy_, batches_[iter_].c_str());
   iter_++;
   return 1;
 }