[dask] Add type hints. (#6519)

* Add validate_features.
* Show type hints in doc.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>

python-package/xgboost/core.py

@@ -7,6 +7,7 @@ import collections
 from collections.abc import Mapping
 from typing import List, Optional, Any, Union, Dict
 # pylint: enable=no-name-in-module,import-error
+from typing import Callable, Tuple
 import ctypes
 import os
 import re
@@ -991,6 +992,10 @@ class DeviceQuantileDMatrix(DMatrix):
         )
 
 
+Objective = Callable[[np.ndarray, DMatrix], Tuple[np.ndarray, np.ndarray]]
+Metric = Callable[[np.ndarray, DMatrix], Tuple[np.ndarray, np.ndarray]]
+
+
 class Booster(object):
     # pylint: disable=too-many-public-methods
     """A Booster of XGBoost.

python-package/xgboost/libpath.py

@@ -3,6 +3,7 @@
 
 import os
 import platform
+from typing import List
 import sys
 
 
@@ -10,12 +11,12 @@ class XGBoostLibraryNotFound(Exception):
     """Error thrown by when xgboost is not found"""
 
 
-def find_lib_path():
+def find_lib_path() -> List[str]:
     """Find the path to xgboost dynamic library files.
 
     Returns
     -------
-    lib_path: list(string)
+    lib_path
        List of all found library path to xgboost
     """
     curr_path = os.path.dirname(os.path.abspath(os.path.expanduser(__file__)))

python-package/xgboost/sklearn.py

@@ -443,8 +443,8 @@ class XGBModel(XGBModelBase):
             except TypeError:
                 warnings.warn(str(k) + ' is not saved in Scikit-Learn meta.')
         meta['type'] = type(self).__name__
-        meta = json.dumps(meta)
-        self.get_booster().set_attr(scikit_learn=meta)
+        meta_str = json.dumps(meta)
+        self.get_booster().set_attr(scikit_learn=meta_str)
         self.get_booster().save_model(fname)
         # Delete the attribute after save
         self.get_booster().set_attr(scikit_learn=None)