Support feature names/types for cudf. (#4902)

* Implement most of the pandas procedure for cudf except for type conversion.
* Requires an array of interfaces in metainfo.

include/xgboost/data.h

@@ -127,6 +127,10 @@ class MetaInfo {
    * \brief Set information in the meta info with array interface.
    * \param key The key of the information.
    * \param interface_str String representation of json format array interface.
+   *
+   *          [ column_0, column_1, ... column_n ]
+   *
+   *        Right now only 1 column is permitted.
    */
   void SetInfo(const char* key, std::string const& interface_str);
 

python-package/xgboost/compat.py

@@ -133,10 +133,12 @@ except ImportError:
 try:
     from cudf import DataFrame as CUDF_DataFrame
     from cudf import Series as CUDF_Series
+    from cudf import MultiIndex as CUDF_MultiIndex
     CUDF_INSTALLED = True
 except ImportError:
     CUDF_DataFrame = object
     CUDF_Series = object
+    CUDF_MultiIndex = object
     CUDF_INSTALLED = False
 
 # sklearn

python-package/xgboost/core.py

@@ -17,9 +17,10 @@ import json
 import numpy as np
 import scipy.sparse
 
-from .compat import (STRING_TYPES, PY3, DataFrame, MultiIndex, py_str,
+from .compat import (
+    STRING_TYPES, PY3, DataFrame, MultiIndex, py_str,
     PANDAS_INSTALLED, DataTable,
-                     CUDF_INSTALLED, CUDF_DataFrame, CUDF_Series,
+    CUDF_INSTALLED, CUDF_DataFrame, CUDF_Series, CUDF_MultiIndex,
     os_fspath, os_PathLike)
 from .libpath import find_lib_path
 
@@ -236,14 +237,18 @@ def c_str(string):
 
 def c_array(ctype, values):
     """Convert a python string to c array."""
-    if isinstance(values, np.ndarray) and values.dtype.itemsize == ctypes.sizeof(ctype):
+    if (isinstance(values, np.ndarray)
+            and values.dtype.itemsize == ctypes.sizeof(ctype)):
         return (ctype * len(values)).from_buffer_copy(values)
     return (ctype * len(values))(*values)
 
 
 def _use_columnar_initializer(data):
-    '''Whether should we use columnar format initializer (pass data in as
-    json string).  Currently cudf is the only valid option.'''
+    '''Whether should we use columnar format initializer (pass data in as json
+    string).  Currently cudf is the only valid option.  For other dataframe
+    types, use their sepcific API instead.
+
+    '''
     if CUDF_INSTALLED and (isinstance(data, (CUDF_DataFrame, CUDF_Series))):
         return True
     return False
@@ -258,7 +263,7 @@ def _extract_interface_from_cudf_series(data):
     return interface
 
 
-def _extract_interface_from_cudf(df, is_info):
+def _extract_interface_from_cudf(df):
     """This function should be upstreamed to cudf."""
     if not _use_columnar_initializer(df):
         raise ValueError('Only cudf is supported for initializing as json ' +
@@ -273,9 +278,6 @@ def _extract_interface_from_cudf(df, is_info):
     else:
         array_interfaces.append(_extract_interface_from_cudf_series(df))
 
-    if is_info:
-        array_interfaces = array_interfaces[0]
-
     interfaces = bytes(json.dumps(array_interfaces, indent=2), 'utf-8')
     return interfaces
 
@@ -337,6 +339,30 @@ def _maybe_pandas_label(label):
     return label
 
 
+def _maybe_cudf_dataframe(data, feature_names, feature_types):
+    '''Extract internal data from cudf.DataFrame for DMatrix data.'''
+    if not (CUDF_INSTALLED and isinstance(data,
+                                          (CUDF_DataFrame, CUDF_Series))):
+        return data, feature_names, feature_types
+    if feature_names is None:
+        if isinstance(data, CUDF_Series):
+            feature_names = [data.name]
+        elif isinstance(data.columns, CUDF_MultiIndex):
+            feature_names = [
+                ' '.join([str(x) for x in i])
+                for i in data.columns
+            ]
+        else:
+            feature_names = data.columns.format()
+    if feature_types is None:
+        if isinstance(data, CUDF_Series):
+            dtypes = [data.dtype]
+        else:
+            dtypes = data.dtypes
+        feature_types = [PANDAS_DTYPE_MAPPER[d.name] for d in dtypes]
+    return data, feature_names, feature_types
+
+
 DT_TYPE_MAPPER = {'bool': 'bool', 'int': 'int', 'real': 'float'}
 
 DT_TYPE_MAPPER2 = {'bool': 'i', 'int': 'int', 'real': 'float'}
@@ -384,6 +410,21 @@ def _maybe_dt_array(array):
     return array
 
 
+def _convert_dataframes(data, feature_names, feature_types):
+    data, feature_names, feature_types = _maybe_pandas_data(data,
+                                                            feature_names,
+                                                            feature_types)
+
+    data, feature_names, feature_types = _maybe_dt_data(data,
+                                                        feature_names,
+                                                        feature_types)
+
+    data, feature_names, feature_types = _maybe_cudf_dataframe(
+        data, feature_names, feature_types)
+
+    return data, feature_names, feature_types
+
+
 class DMatrix(object):
     """Data Matrix used in XGBoost.
 
@@ -404,8 +445,10 @@ class DMatrix(object):
         data : os.PathLike/string/numpy.array/scipy.sparse/pd.DataFrame/
                dt.Frame/cudf.DataFrame
             Data source of DMatrix.
-            When data is string or os.PathLike type, it represents the path libsvm format
-            txt file, or binary file that xgboost can read from.
+            When data is string or os.PathLike type, it represents the path
+            libsvm format txt file, csv file (by specifying uri parameter
+            'path_to_csv?format=csv'), or binary file that xgboost can read
+            from.
         label : list, numpy 1-D array or cudf.DataFrame, optional
             Label of the training data.
         missing : float, optional
@@ -445,13 +488,9 @@ class DMatrix(object):
         if isinstance(data, list):
             raise TypeError('Input data can not be a list.')
 
-        data, feature_names, feature_types = _maybe_pandas_data(data,
-                                                                feature_names,
-                                                                feature_types)
-
-        data, feature_names, feature_types = _maybe_dt_data(data,
-                                                            feature_names,
-                                                            feature_types)
+        data, feature_names, feature_types = _convert_dataframes(
+            data, feature_names, feature_types
+        )
 
         label = _maybe_pandas_label(label)
         label = _maybe_dt_array(label)
@@ -604,7 +643,7 @@ class DMatrix(object):
         '''Initialize DMatrix from columnar memory format.
 
         '''
-        interfaces = _extract_interface_from_cudf(df, False)
+        interfaces = _extract_interface_from_cudf(df)
         handle = ctypes.c_void_p()
         has_missing = missing is not None
         missing = missing if has_missing else np.nan
@@ -683,7 +722,7 @@ class DMatrix(object):
 
     def set_interface_info(self, field, data):
         '''Set info type peoperty into DMatrix.'''
-        interfaces = _extract_interface_from_cudf(data, True)
+        interfaces = _extract_interface_from_cudf(data)
         _check_call(_LIB.XGDMatrixSetInfoFromInterface(self.handle,
                                                        c_str(field),
                                                        interfaces))

src/data/data.cu

@@ -35,8 +35,10 @@ void CopyInfoImpl(std::map<std::string, Json> const& column, HostDeviceVector<fl
 }
 
 void MetaInfo::SetInfo(const char * c_key, std::string const& interface_str) {
-  Json j_arr = Json::Load({interface_str.c_str(), interface_str.size()});
-  auto const& j_arr_obj = get<Object>(j_arr);
+  Json j_interface = Json::Load({interface_str.c_str(), interface_str.size()});
+  auto const& j_arr = get<Array>(j_interface);
+  CHECK_EQ(j_arr.size(), 1) << "MetaInfo: " << c_key << ". " << ColumnarErrors::Dimension(1);;
+  auto const& j_arr_obj = get<Object const>(j_arr[0]);
   std::string key {c_key};
   ArrayInterfaceHandler::Validate(j_arr_obj);
   if (j_arr_obj.find("mask") != j_arr_obj.cend()) {

tests/cpp/data/test_metainfo.cu

@@ -31,9 +31,10 @@ std::string PrepareData(std::string typestr, thrust::device_vector<T>* out) {
         Json(Integer(reinterpret_cast<Integer::Int>(p_d_data))),
         Json(Boolean(false))};
   column["data"] = j_data;
+  Json array(std::vector<Json>{column});
 
   std::stringstream ss;
-  Json::Dump(column, &ss);
+  Json::Dump(array, &ss);
   std::string str = ss.str();
 
   return str;

tests/python-gpu/test_from_columnar.py

@@ -42,6 +42,7 @@ Arrow specification.'''
     @pytest.mark.skipif(**tm.no_cudf())
     def test_from_cudf(self):
         '''Test constructing DMatrix from cudf'''
+        import cudf
         dmatrix_from_cudf(np.float32, np.NAN)
         dmatrix_from_cudf(np.float64, np.NAN)
 
@@ -52,3 +53,19 @@ Arrow specification.'''
         dmatrix_from_cudf(np.int8, 2)
         dmatrix_from_cudf(np.int32, -2)
         dmatrix_from_cudf(np.int64, -3)
+
+        cd = cudf.DataFrame({'x': [1, 2, 3], 'y': [0.1, 0.2, 0.3]})
+        dtrain = xgb.DMatrix(cd)
+
+        assert dtrain.feature_names == ['x', 'y']
+        assert dtrain.feature_types == ['int', 'float']
+
+        series = cudf.DataFrame({'x': [1, 2, 3]}).iloc[:, 0]
+        assert isinstance(series, cudf.Series)
+        dtrain = xgb.DMatrix(series)
+
+        assert dtrain.feature_names == ['x']
+        assert dtrain.feature_types == ['int']
+
+        with pytest.raises(Exception):
+            dtrain = xgb.DMatrix(cd, label=cd)