Use config_context in sklearn interface. (#8141)

demo/dask/README.rst

@@ -1,3 +1,5 @@
+.. _dask-examples:
+
 XGBoost Dask Feature Walkthrough
 ================================
 

doc/conf.py

@@ -126,7 +126,7 @@ master_doc = 'index'
 #
 # This is also used if you do content translation via gettext catalogs.
 # Usually you set "language" from the command line for these cases.
-language = None
+language = "en"
 
 autoclass_content = 'both'
 

doc/tutorials/dask.rst

@@ -115,7 +115,7 @@ Alternatively, XGBoost also implements the Scikit-Learn interface with
 :py:class:`~xgboost.dask.DaskXGBRanker` and 2 random forest variances.  This wrapper is
 similar to the single node Scikit-Learn interface in xgboost, with dask collection as
 inputs and has an additional ``client`` attribute.  See following sections and
-:ref:`sphx_glr_python_dask-examples` for more examples.
+:ref:`dask-examples` for more examples.
 
 
 ******************

doc/tutorials/index.rst

@@ -16,6 +16,7 @@ See `Awesome XGBoost <https://github.com/dmlc/xgboost/tree/master/demo>`_ for mo
   Distributed XGBoost with XGBoost4J-Spark <https://xgboost.readthedocs.io/en/latest/jvm/xgboost4j_spark_tutorial.html>
   Distributed XGBoost with XGBoost4J-Spark-GPU <https://xgboost.readthedocs.io/en/latest/jvm/xgboost4j_spark_gpu_tutorial.html>
   dask
+  spark_estimator
   ray
   dart
   monotonic

python-package/xgboost/config.py

@@ -70,6 +70,23 @@ def config_doc(
             # Suppress warning caused by model generated with XGBoost version < 1.0.0
             bst = xgb.Booster(model_file='./old_model.bin')
         assert xgb.get_config()['verbosity'] == 2  # old value restored
+
+    Nested configuration context is also supported:
+
+    Example
+    -------
+
+    .. code-block:: python
+
+        with xgb.config_context(verbosity=3):
+            assert xgb.get_config()["verbosity"] == 3
+            with xgb.config_context(verbosity=2):
+                assert xgb.get_config()["verbosity"] == 2
+
+        xgb.set_config(verbosity=2)
+        assert xgb.get_config()["verbosity"] == 2
+        with xgb.config_context(verbosity=3):
+            assert xgb.get_config()["verbosity"] == 3
     """
 
     def none_to_str(value: Optional[str]) -> str:
@@ -98,7 +115,11 @@ def config_doc(
         Keyword arguments representing the parameters and their values
             """)
 def set_config(**new_config: Any) -> None:
-    config = json.dumps(new_config)
+    not_none = {}
+    for k, v in new_config.items():
+        if v is not None:
+            not_none[k] = v
+    config = json.dumps(not_none)
     _check_call(_LIB.XGBSetGlobalConfig(c_str(config)))
 
 

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 multiprocessing
-import xgboost as xgb
+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()