[CI] Add Python and C++ tests for Windows GPU target (#4469)

* Add CMake option to use bundled gtest from dmlc-core, so that it is easy to build XGBoost with gtest on Windows

* Consistently apply OpenMP flag to all targets. Force enable OpenMP when USE_CUDA is turned on.

* Insert vcomp140.dll into Windows wheels

* Add C++ and Python tests for CPU and GPU targets (CUDA 9.0, 10.0, 10.1)

* Prevent spurious msbuild failure

* Add GPU tests

* Upgrade dmlc-core

CMakeLists.txt

@@ -19,6 +19,7 @@ option(JVM_BINDINGS "Build JVM bindings" OFF)
 option(R_LIB "Build shared library for R package" OFF)
 ## Dev
 option(GOOGLE_TEST "Build google tests" OFF)
+option(USE_DMLC_GTEST "Use google tests bundled with dmlc-core submodule (EXPERIMENTAL)" OFF)
 option(USE_NVTX "Build with cuda profiling annotations. Developers only." OFF)
 set(NVTX_HEADER_DIR "" CACHE PATH "Path to the stand-alone nvtx header")
 ## CUDA
@@ -55,6 +56,7 @@ endif (USE_SANITIZER)
 
 if (USE_CUDA)
   cmake_minimum_required(VERSION 3.12)
+  SET(USE_OPENMP ON CACHE BOOL "CUDA requires OpenMP" FORCE)
   # `export CXX=' is ignored by CMake CUDA.
   set(CMAKE_CUDA_HOST_COMPILER ${CMAKE_CXX_COMPILER})
   message(STATUS "Configured CUDA host compiler: ${CMAKE_CUDA_HOST_COMPILER}")
@@ -124,6 +126,10 @@ endif (JVM_BINDINGS)
 #-- CLI for xgboost
 add_executable(runxgboost ${PROJECT_SOURCE_DIR}/src/cli_main.cc ${XGBOOST_OBJ_SOURCES})
 # For cli_main.cc only
+if (USE_OPENMP)
+  find_package(OpenMP REQUIRED)
+  target_compile_options(runxgboost PRIVATE ${OpenMP_CXX_FLAGS})
+endif (USE_OPENMP)
 target_include_directories(runxgboost
   PRIVATE
   ${PROJECT_SOURCE_DIR}/include

Jenkinsfile-win64

@@ -8,7 +8,7 @@ pipeline {
   // Build stages
   stages {
     stage('Jenkins Win64: Get sources') {
-      agent { label 'win64' }
+      agent { label 'win64 && build' }
       steps {
         script {
           checkoutSrcs()
@@ -22,12 +22,26 @@ pipeline {
       steps {
         script {
           parallel ([
-            'build-win64': { BuildWin64() }
+            'build-win64-cuda9.0': { BuildWin64() }
           ])
         }
         milestone ordinal: 2
       }
     }
+    stage('Jenkins Win64: Test') {
+      agent none
+      steps {
+        script {
+          parallel ([
+            'test-win64-cpu': { TestWin64CPU() },
+            'test-win64-gpu-cuda9.0': { TestWin64GPU(cuda_target: 'cuda9') },
+            'test-win64-gpu-cuda10.0': { TestWin64GPU(cuda_target: 'cuda10_0') },
+            'test-win64-gpu-cuda10.1': { TestWin64GPU(cuda_target: 'cuda10_1') }
+          ])
+        }
+        milestone ordinal: 3
+      }
+    }
   }
 }
 
@@ -47,24 +61,74 @@ def checkoutSrcs() {
 }
 
 def BuildWin64() {
-  node('win64') {
+  node('win64 && build') {
     unstash name: 'srcs'
     echo "Building XGBoost for Windows AMD64 target..."
+    bat "nvcc --version"
     bat """
     mkdir build
     cd build
-    cmake .. -G"Visual Studio 15 2017 Win64" -DUSE_CUDA=ON -DCMAKE_VERBOSE_MAKEFILE=ON
+    cmake .. -G"Visual Studio 15 2017 Win64" -DUSE_CUDA=ON -DCMAKE_VERBOSE_MAKEFILE=ON -DGOOGLE_TEST=ON -DUSE_DMLC_GTEST=ON
     """
     bat """
     cd build
-    "C:\\Program Files (x86)\\Microsoft Visual Studio\\2017\\Community\\MSBuild\\15.0\\Bin\\MSBuild.exe" xgboost.sln /m /p:Configuration=Release
+    "C:\\Program Files (x86)\\Microsoft Visual Studio\\2017\\Community\\MSBuild\\15.0\\Bin\\MSBuild.exe" xgboost.sln /m /p:Configuration=Release /nodeReuse:false
     """
     bat """
     cd python-package
     conda activate && python setup.py bdist_wheel --universal
     """
-    stash name: 'xgboost_win_whl', includes: 'python-package/dist/*.whl'
+    echo "Insert vcomp140.dll (OpenMP runtime) into the wheel..."
+    bat """
+    cd python-package\\dist
+    COPY /B ..\\..\\tests\\ci_build\\insert_vcomp140.py
+    conda activate && python insert_vcomp140.py *.whl
+    """
+    echo 'Stashing Python wheel...'
+    stash name: 'xgboost_whl', includes: 'python-package/dist/*.whl'
     archiveArtifacts artifacts: "python-package/dist/*.whl", allowEmptyArchive: true
+    echo 'Stashing C++ test executable (testxgboost)...'
+    stash name: 'xgboost_cpp_tests', includes: 'build/testxgboost.exe'
+    deleteDir()
+  }
+}
+
+def TestWin64CPU() {
+  node('win64 && cpu') {
+    unstash name: 'srcs'
+    unstash name: 'xgboost_whl'
+    echo "Test Win64 CPU"
+    echo "Installing Python wheel..."
+    bat "conda activate && (python -m pip uninstall -y xgboost || cd .)"
+    bat """
+    conda activate && for /R %%i in (python-package\\dist\\*.whl) DO python -m pip install "%%i"
+    """
+    echo "Running Python tests..."
+    bat "conda activate && python -m pytest -v -s --fulltrace tests\\python"
+    bat "conda activate && python -m pip uninstall -y xgboost"
+    deleteDir()
+  }
+}
+
+def TestWin64GPU(args) {
+  node("win64 && gpu && ${args.cuda_target}") {
+    unstash name: 'srcs'
+    unstash name: 'xgboost_whl'
+    unstash name: 'xgboost_cpp_tests'
+    echo "Test Win64 GPU (${args.cuda_target})"
+    bat "nvcc --version"
+    echo "Running C++ tests..."
+    bat "build\\testxgboost.exe"
+    echo "Installing Python wheel..."
+    bat "conda activate && (python -m pip uninstall -y xgboost || cd .)"
+    bat """
+    conda activate && for /R %%i in (python-package\\dist\\*.whl) DO python -m pip install "%%i"
+    """
+    echo "Running Python tests..."
+    bat """
+    conda activate && python -m pytest -v -s --fulltrace -m "(not slow) and (not mgpu)" tests\\python-gpu
+    """
+    bat "conda activate && python -m pip uninstall -y xgboost"
     deleteDir()
   }
 }

dmlc-core

@@ -1 +1 @@
-Subproject commit c45451793caec59c06a71d4c0eed59a34601e7ea
+Subproject commit 3943914eed66470bd010df581e29e4dca4f7df6f

tests/ci_build/insert_vcomp140.py

@@ -0,0 +1,18 @@
+import sys
+import re
+import zipfile
+import glob
+
+if len(sys.argv) != 2:
+    print('Usage: {} [wheel]'.format(sys.argv[0]))
+    sys.exit(1)
+
+vcomp140_path = 'C:\\Program Files (x86)\\Microsoft Visual Studio\\Shared\\14.0\\VC\\redist\\x64\\Microsoft.VC140.OpenMP\\vcomp140.dll'
+
+for wheel_path in sorted(glob.glob(sys.argv[1])):
+    m = re.search(r'xgboost-(.*)-py2.py3', wheel_path)
+    assert m
+    version = m.group(1)
+
+    with zipfile.ZipFile(wheel_path, 'a') as f:
+        f.write(vcomp140_path, 'xgboost-{}.data/data/xgboost/vcomp140.dll'.format(version))

tests/cpp/CMakeLists.txt

@@ -1,4 +1,11 @@
+if (USE_DMLC_GTEST)
+  if (NOT TARGET gtest)
+    message(FATAL_ERROR "USE_DMLC_GTEST=ON but dmlc-core didn't bundle gtest")
+  endif (NOT TARGET gtest)
+  set(GTEST_LIBRARIES gtest)
+else (USE_DMLC_GTEST)
   find_package(GTest REQUIRED)
+endif (USE_DMLC_GTEST)
 file(GLOB_RECURSE TEST_SOURCES "*.cc")
 
 if (USE_CUDA)
@@ -8,13 +15,16 @@ endif (USE_CUDA)
 add_executable(testxgboost ${TEST_SOURCES} ${XGBOOST_OBJ_SOURCES})
 
 if (USE_CUDA)
+  # OpenMP is mandatory for CUDA
+  find_package(OpenMP REQUIRED)
   target_include_directories(testxgboost PRIVATE
     ${PROJECT_SOURCE_DIR}/cub/)
   target_compile_options(testxgboost PRIVATE
     $<$<COMPILE_LANGUAGE:CUDA>:--expt-extended-lambda>
     $<$<COMPILE_LANGUAGE:CUDA>:--expt-relaxed-constexpr>
     $<$<COMPILE_LANGUAGE:CUDA>:-lineinfo>
-    $<$<COMPILE_LANGUAGE:CUDA>:--std=c++11>
+    $<$<AND:$<NOT:$<CXX_COMPILER_ID:MSVC>>,$<COMPILE_LANGUAGE:CUDA>>:--std=c++11>
+    $<$<COMPILE_LANGUAGE:CUDA>:-Xcompiler=${OpenMP_CXX_FLAGS}>
     $<$<COMPILE_LANGUAGE:CUDA>:${GEN_CODE}>)
   target_compile_definitions(testxgboost
     PRIVATE -DXGBOOST_USE_CUDA=1)