Implement a DMatrix Proxy. (#5803)

tests/cpp/data/test_proxy_dmatrix.cu

@@ -0,0 +1,46 @@
+#include <gtest/gtest.h>
+#include <xgboost/host_device_vector.h>
+#include <memory>
+#include "../helpers.h"
+#include "../../../src/data/device_adapter.cuh"
+#include "../../../src/data/proxy_dmatrix.h"
+
+namespace xgboost {
+namespace data {
+TEST(ProxyDMatrix, Basic) {
+  constexpr size_t kRows{100}, kCols{100};
+  HostDeviceVector<float> storage;
+  auto data = RandomDataGenerator(kRows, kCols, 0.5)
+                  .Device(0)
+                  .GenerateArrayInterface(&storage);
+  std::vector<HostDeviceVector<float>> label_storage(1);
+  auto labels = RandomDataGenerator(kRows, 1, 0)
+                    .Device(0)
+                    .GenerateColumnarArrayInterface(&label_storage);
+
+  DMatrixProxy proxy;
+  proxy.SetData(data.c_str());
+  proxy.SetInfo("label", labels.c_str());
+
+  ASSERT_EQ(proxy.Adapter().type(), typeid(std::shared_ptr<CupyAdapter>));
+  ASSERT_EQ(proxy.Info().labels_.Size(), kRows);
+  ASSERT_EQ(dmlc::get<std::shared_ptr<CupyAdapter>>(proxy.Adapter())->NumRows(),
+            kRows);
+  ASSERT_EQ(
+      dmlc::get<std::shared_ptr<CupyAdapter>>(proxy.Adapter())->NumColumns(),
+      kCols);
+
+  std::vector<HostDeviceVector<float>> columnar_storage(kCols);
+  data = RandomDataGenerator(kRows, kCols, 0)
+                    .Device(0)
+                    .GenerateColumnarArrayInterface(&columnar_storage);
+  proxy.SetData(data.c_str());
+  ASSERT_EQ(proxy.Adapter().type(), typeid(std::shared_ptr<CudfAdapter>));
+  ASSERT_EQ(dmlc::get<std::shared_ptr<CudfAdapter>>(proxy.Adapter())->NumRows(),
+            kRows);
+  ASSERT_EQ(
+      dmlc::get<std::shared_ptr<CudfAdapter>>(proxy.Adapter())->NumColumns(),
+      kCols);
+}
+}  // namespace data
+}  // namespace xgboost