[skl] Enable cat feature without specifying tree method. (#9353)

python-package/xgboost/sklearn.py

@@ -930,8 +930,7 @@ class XGBModel(XGBModelBase):
         callbacks = self.callbacks if self.callbacks is not None else callbacks
 
         tree_method = params.get("tree_method", None)
-        cat_support = {"gpu_hist", "approx", "hist"}
-        if self.enable_categorical and tree_method not in cat_support:
+        if self.enable_categorical and tree_method == "exact":
             raise ValueError(
                 "Experimental support for categorical data is not implemented for"
                 " current tree method yet."

tests/python/test_with_sklearn.py

@@ -1390,7 +1390,6 @@ def test_categorical():
     X, y = tm.make_categorical(n_samples=32, n_features=2, n_categories=3, onehot=False)
     ft = ["c"] * X.shape[1]
     reg = xgb.XGBRegressor(
-        tree_method="hist",
         feature_types=ft,
         max_cat_to_onehot=1,
         enable_categorical=True,
@@ -1409,7 +1408,7 @@ def test_categorical():
     onehot, y = tm.make_categorical(
         n_samples=32, n_features=2, n_categories=3, onehot=True
     )
-    reg = xgb.XGBRegressor(tree_method="hist")
+    reg = xgb.XGBRegressor()
     reg.fit(onehot, y, eval_set=[(onehot, y)])
     from_enc = reg.evals_result()["validation_0"]["rmse"]
     predt_enc = reg.predict(onehot)

tests/test_distributed/test_with_dask/test_with_dask.py

@@ -364,9 +364,9 @@ def run_categorical(client: "Client", tree_method: str, X, X_onehot, y) -> None:
     check_model_output(reg.get_booster())
 
     reg = xgb.dask.DaskXGBRegressor(
-        enable_categorical=True, n_estimators=10
+        enable_categorical=True, n_estimators=10, tree_method="exact"
     )
-    with pytest.raises(ValueError):
+    with pytest.raises(ValueError, match="categorical data"):
         reg.fit(X, y)
     # check partition based
     reg = xgb.dask.DaskXGBRegressor(