Support pandas nullable types. (#7760)

tests/python/test_with_pandas.py

@@ -1,4 +1,5 @@
-# -*- coding: utf-8 -*-
+import os
+import tempfile
 import numpy as np
 import xgboost as xgb
 import testing as tm
@@ -293,3 +294,39 @@ class TestPandas:
         assert isinstance(params, list)
         assert 'auc' not in cv.columns[0]
         assert 'error' in cv.columns[0]
+
+    def test_nullable_type(self):
+        y = np.random.default_rng(0).random(4)
+
+        def to_bytes(Xy: xgb.DMatrix) -> bytes:
+            with tempfile.TemporaryDirectory() as tmpdir:
+                path = os.path.join(tmpdir, "Xy.dmatrix")
+                Xy.save_binary(path)
+                with open(path, "rb") as fd:
+                    result = fd.read()
+            return result
+
+        def test_int(dtype) -> bytes:
+            arr = pd.DataFrame(
+                {"f0": [1, 2, None, 3], "f1": [4, 3, None, 1]}, dtype=dtype
+            )
+            Xy = xgb.DMatrix(arr, y)
+            Xy.feature_types = None
+            return to_bytes(Xy)
+
+        b0 = test_int(np.float32)
+        b1 = test_int(pd.Int16Dtype())
+        assert b0 == b1
+
+        def test_bool(dtype) -> bytes:
+            arr = pd.DataFrame(
+                {"f0": [True, False, None, True], "f1": [False, True, None, True]},
+                dtype=dtype,
+            )
+            Xy = xgb.DMatrix(arr, y)
+            Xy.feature_types = None
+            return to_bytes(Xy)
+
+        b0 = test_bool(pd.BooleanDtype())
+        b1 = test_bool(np.bool)
+        assert b0 != b1         # None is converted to False with np.bool