Use config_context in sklearn interface. (#8141)

tests/ci_build/lint_python.py

@@ -113,7 +113,9 @@ if __name__ == "__main__":
             run_formatter(path)
             for path in [
                 "python-package/xgboost/dask.py",
+                "python-package/xgboost/sklearn.py",
                 "python-package/xgboost/spark",
+                "tests/python/test_config.py",
                 "tests/python/test_spark/test_data.py",
                 "tests/python-gpu/test_gpu_spark/test_data.py",
                 "tests/ci_build/lint_python.py",

tests/python/test_config.py

@@ -1,13 +1,15 @@
-# -*- coding: utf-8 -*-
-import xgboost as xgb
+import multiprocessing
+from concurrent.futures import ThreadPoolExecutor
+
 import pytest
-import testing as tm
+
+import xgboost as xgb
 
 
-@pytest.mark.parametrize('verbosity_level', [0, 1, 2, 3])
+@pytest.mark.parametrize("verbosity_level", [0, 1, 2, 3])
 def test_global_config_verbosity(verbosity_level):
     def get_current_verbosity():
-        return xgb.get_config()['verbosity']
+        return xgb.get_config()["verbosity"]
 
     old_verbosity = get_current_verbosity()
     with xgb.config_context(verbosity=verbosity_level):
@@ -16,13 +18,48 @@ def test_global_config_verbosity(verbosity_level):
     assert old_verbosity == get_current_verbosity()
 
 
-@pytest.mark.parametrize('use_rmm', [False, True])
+@pytest.mark.parametrize("use_rmm", [False, True])
 def test_global_config_use_rmm(use_rmm):
     def get_current_use_rmm_flag():
-        return xgb.get_config()['use_rmm']
+        return xgb.get_config()["use_rmm"]
 
     old_use_rmm_flag = get_current_use_rmm_flag()
     with xgb.config_context(use_rmm=use_rmm):
         new_use_rmm_flag = get_current_use_rmm_flag()
         assert new_use_rmm_flag == use_rmm
     assert old_use_rmm_flag == get_current_use_rmm_flag()
+
+
+def test_nested_config():
+    with xgb.config_context(verbosity=3):
+        assert xgb.get_config()["verbosity"] == 3
+        with xgb.config_context(verbosity=2):
+            assert xgb.get_config()["verbosity"] == 2
+            with xgb.config_context(verbosity=1):
+                assert xgb.get_config()["verbosity"] == 1
+            assert xgb.get_config()["verbosity"] == 2
+        assert xgb.get_config()["verbosity"] == 3
+
+    with xgb.config_context(verbosity=3):
+        assert xgb.get_config()["verbosity"] == 3
+        with xgb.config_context(verbosity=None):
+            assert xgb.get_config()["verbosity"] == 3  # None has no effect
+
+    verbosity = xgb.get_config()["verbosity"]
+    xgb.set_config(verbosity=2)
+    assert xgb.get_config()["verbosity"] == 2
+    with xgb.config_context(verbosity=3):
+        assert xgb.get_config()["verbosity"] == 3
+    xgb.set_config(verbosity=verbosity)  # reset
+
+
+def test_thread_safty():
+    n_threads = multiprocessing.cpu_count()
+    futures = []
+    with ThreadPoolExecutor(max_workers=n_threads) as executor:
+        for i in range(256):
+            f = executor.submit(test_nested_config)
+            futures.append(f)
+
+    for f in futures:
+        f.result()