[backport] Fix default metric configuration. (#9575) (#9590)

tests/cpp/objective/test_objective.cc

@@ -6,6 +6,7 @@
 #include <xgboost/objective.h>
 
 #include "../helpers.h"
+#include "../objective_helpers.h"
 
 TEST(Objective, UnknownFunction) {
   xgboost::ObjFunction* obj = nullptr;
@@ -43,4 +44,61 @@ TEST(Objective, PredTransform) {
     ASSERT_TRUE(predts.HostCanWrite());
   }
 }
+
+class TestDefaultObjConfig : public ::testing::TestWithParam<std::string> {
+  Context ctx_;
+
+ public:
+  void Run(std::string objective) {
+    auto Xy = MakeFmatForObjTest(objective);
+    std::unique_ptr<Learner> learner{Learner::Create({Xy})};
+    std::unique_ptr<ObjFunction> objfn{ObjFunction::Create(objective, &ctx_)};
+
+    learner->SetParam("objective", objective);
+    if (objective.find("multi") != std::string::npos) {
+      learner->SetParam("num_class", "3");
+      objfn->Configure(Args{{"num_class", "3"}});
+    } else if (objective.find("quantile") != std::string::npos) {
+      learner->SetParam("quantile_alpha", "0.5");
+      objfn->Configure(Args{{"quantile_alpha", "0.5"}});
+    } else {
+      objfn->Configure(Args{});
+    }
+    learner->Configure();
+    learner->UpdateOneIter(0, Xy);
+    learner->EvalOneIter(0, {Xy}, {"train"});
+    Json config{Object{}};
+    learner->SaveConfig(&config);
+    auto jobj = get<Object const>(config["learner"]["objective"]);
+
+    ASSERT_TRUE(jobj.find("name") != jobj.cend());
+    // FIXME(jiamingy): We should have the following check, but some legacy parameter like
+    // "pos_weight", "delta_step" in objectives are not in metrics.
+
+    // if (jobj.size() > 1) {
+    //   ASSERT_FALSE(IsA<Null>(objfn->DefaultMetricConfig()));
+    // }
+    auto mconfig = objfn->DefaultMetricConfig();
+    if (!IsA<Null>(mconfig)) {
+      // make sure metric can handle it
+      std::unique_ptr<Metric> metricfn{Metric::Create(get<String const>(mconfig["name"]), &ctx_)};
+      metricfn->LoadConfig(mconfig);
+      Json loaded(Object{});
+      metricfn->SaveConfig(&loaded);
+      metricfn->Configure(Args{});
+      ASSERT_EQ(mconfig, loaded);
+    }
+  }
+};
+
+TEST_P(TestDefaultObjConfig, Objective) {
+  std::string objective = GetParam();
+  this->Run(objective);
+}
+
+INSTANTIATE_TEST_SUITE_P(Objective, TestDefaultObjConfig,
+                         ::testing::ValuesIn(MakeObjNamesForTest()),
+                         [](const ::testing::TestParamInfo<TestDefaultObjConfig::ParamType>& info) {
+                           return ObjTestNameGenerator(info);
+                         });
 } // namespace xgboost