Set feature_names and feature_types in jvm-packages (#9364)

* 1. Add parameters to set feature names and feature types
2. Save feature names and feature types to native json model

* Change serialization and deserialization format to ubj.

jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/Booster.java

@@ -162,6 +162,51 @@ public class Booster implements Serializable, KryoSerializable {
     }
   }
 
+  /**
+   * Get feature names from the Booster.
+   * @return
+   * @throws XGBoostError
+   */
+  public final String[] getFeatureNames() throws XGBoostError {
+    int numFeature = (int) getNumFeature();
+    String[] out = new String[numFeature];
+    XGBoostJNI.checkCall(XGBoostJNI.XGBoosterGetStrFeatureInfo(handle, "feature_name", out));
+    return out;
+  }
+
+  /**
+   * Set feature names to the Booster.
+   *
+   * @param featureNames
+   * @throws XGBoostError
+   */
+  public void setFeatureNames(String[] featureNames) throws XGBoostError {
+    XGBoostJNI.checkCall(XGBoostJNI.XGBoosterSetStrFeatureInfo(
+        handle, "feature_name", featureNames));
+  }
+
+  /**
+   * Get feature types from the Booster.
+   * @return
+   * @throws XGBoostError
+   */
+  public final String[] getFeatureTypes() throws XGBoostError {
+    int numFeature = (int) getNumFeature();
+    String[] out = new String[numFeature];
+    XGBoostJNI.checkCall(XGBoostJNI.XGBoosterGetStrFeatureInfo(handle, "feature_type", out));
+    return out;
+  }
+
+  /**
+   * Set feature types to the Booster.
+   * @param featureTypes
+   * @throws XGBoostError
+   */
+  public void setFeatureTypes(String[] featureTypes) throws XGBoostError {
+    XGBoostJNI.checkCall(XGBoostJNI.XGBoosterSetStrFeatureInfo(
+        handle, "feature_type", featureTypes));
+  }
+
   /**
    * Update the booster for one iteration.
    *
@@ -744,7 +789,7 @@ public class Booster implements Serializable, KryoSerializable {
   private void writeObject(java.io.ObjectOutputStream out) throws IOException {
     try {
       out.writeInt(version);
-      out.writeObject(this.toByteArray());
+      out.writeObject(this.toByteArray("ubj"));
     } catch (XGBoostError ex) {
       ex.printStackTrace();
       logger.error(ex.getMessage());
@@ -780,7 +825,7 @@ public class Booster implements Serializable, KryoSerializable {
   @Override
   public void write(Kryo kryo, Output output) {
     try {
-      byte[] serObj = this.toByteArray();
+      byte[] serObj = this.toByteArray("ubj");
       int serObjSize = serObj.length;
       output.writeInt(serObjSize);
       output.writeInt(version);

jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/XGBoost.java

@@ -198,6 +198,8 @@ public class XGBoost {
     if (booster == null) {
       // Start training on a new booster
       booster = new Booster(params, allMats);
+      booster.setFeatureNames(dtrain.getFeatureNames());
+      booster.setFeatureTypes(dtrain.getFeatureTypes());
       booster.loadRabitCheckpoint();
     } else {
       // Start training on an existing booster

jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/XGBoostJNI.java

@@ -164,4 +164,8 @@ class XGBoostJNI {
   public final static native int XGDMatrixCreateFromArrayInterfaceColumns(
     String featureJson, float missing, int nthread, long[] out);
 
+  public final static native int XGBoosterSetStrFeatureInfo(long handle, String field, String[] features);
+
+  public final static native int XGBoosterGetStrFeatureInfo(long handle, String field, String[] out);
+
 }

jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/DMatrix.scala

@@ -205,6 +205,26 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
     jDMatrix.setBaseMargin(column)
   }
 
+  /**
+   * set feature names
+   * @param values feature names
+   * @throws ml.dmlc.xgboost4j.java.XGBoostError
+   */
+  @throws(classOf[XGBoostError])
+  def setFeatureNames(values: Array[String]): Unit = {
+    jDMatrix.setFeatureNames(values)
+  }
+
+  /**
+   * set feature types
+   * @param values feature types
+   * @throws ml.dmlc.xgboost4j.java.XGBoostError
+   */
+  @throws(classOf[XGBoostError])
+  def setFeatureTypes(values: Array[String]): Unit = {
+    jDMatrix.setFeatureTypes(values)
+  }
+
   /**
    * Get group sizes of DMatrix (used for ranking)
    */
@@ -243,6 +263,26 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
     jDMatrix.getBaseMargin
   }
 
+  /**
+   * get feature names
+   * @throws ml.dmlc.xgboost4j.java.XGBoostError
+   * @return
+   */
+  @throws(classOf[XGBoostError])
+  def getFeatureNames: Array[String] = {
+    jDMatrix.getFeatureNames
+  }
+
+  /**
+   * get feature types
+   * @throws ml.dmlc.xgboost4j.java.XGBoostError
+   * @return
+   */
+  @throws(classOf[XGBoostError])
+  def getFeatureTypes: Array[String] = {
+    jDMatrix.getFeatureTypes
+  }
+
   /**
    * Slice the DMatrix and return a new DMatrix that only contains `rowIndex`.
    *