Support configuring constraints by feature names (#6783)

Co-authored-by: fis <jm.yuan@outlook.com>

python-package/xgboost/core.py

@@ -1193,6 +1193,7 @@ class Booster(object):
 
         params = params or {}
         params = self._configure_metrics(params.copy())
+        params = self._configure_constraints(params)
         if isinstance(params, list):
             params.append(('validate_parameters', True))
         else:
@@ -1233,6 +1234,68 @@ class Booster(object):
                 params += [('eval_metric', eval_metric)]
         return params
 
+    def _transform_monotone_constrains(self, value: Union[dict, str]) -> str:
+        if isinstance(value, str):
+            return value
+
+        constrained_features = set(value.keys())
+        if not constrained_features.issubset(set(self.feature_names or [])):
+            raise ValueError('Constrained features are not a subset of '
+                             'training data feature names')
+
+        return '(' + ','.join([str(value.get(feature_name, 0))
+                               for feature_name in self.feature_names]) + ')'
+
+    def _transform_interaction_constraints(self, value: Union[list, str]) -> str:
+        if isinstance(value, str):
+            return value
+
+        feature_idx_mapping = {k: str(v) for v, k in enumerate(self.feature_names or [])}
+
+        try:
+            s = "["
+            for constraint in value:
+                s += (
+                    "["
+                    + ",".join(
+                        [feature_idx_mapping[feature_name] for feature_name in constraint]
+                    )
+                    + "]"
+                )
+            return s + "]"
+        except KeyError as e:
+            # pylint: disable=raise-missing-from
+            raise ValueError(
+                "Constrained features are not a subset of training data feature names"
+            ) from e
+
+    def _configure_constraints(self, params: Union[Dict, List]) -> Union[Dict, List]:
+        if isinstance(params, dict):
+            value = params.get("monotone_constraints")
+            if value:
+                params[
+                    "monotone_constraints"
+                ] = self._transform_monotone_constrains(value)
+
+            value = params.get("interaction_constraints")
+            if value:
+                params[
+                    "interaction_constraints"
+                ] = self._transform_interaction_constraints(value)
+
+        elif isinstance(params, list):
+            for idx, param in enumerate(params):
+                name, value = param
+                if not value:
+                    continue
+
+                if name == "monotone_constraints":
+                    params[idx] = (name, self._transform_monotone_constrains(value))
+                elif name == "interaction_constraints":
+                    params[idx] = (name, self._transform_interaction_constraints(value))
+
+        return params
+
     def __del__(self):
         if hasattr(self, 'handle') and self.handle is not None:
             _check_call(_LIB.XGBoosterFree(self.handle))