[CI] Fix JVM tests on GH Action (#10064)

---------

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

.github/workflows/jvm_tests.yml

@@ -15,31 +15,35 @@ jobs:
         os: [windows-latest, ubuntu-latest, macos-11]
 
     steps:
-    - uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
+    - uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11 # v4.1.1
       with:
         submodules: 'true'
 
-    - uses: actions/setup-python@7f80679172b057fc5e90d70d197929d454754a5a # v4.3.0
+    - uses: mamba-org/setup-micromamba@422500192359a097648154e8db4e39bdb6c6eed7  # v1.8.1
       with:
-        python-version: '3.8'
-        architecture: 'x64'
-
-    - uses: actions/setup-java@d202f5dbf7256730fb690ec59f6381650114feb2 # v3.6.0
-      with:
-        java-version: 1.8
-
-    - name: Install Python packages
-      run: |
-        python -m pip install wheel setuptools
-        python -m pip install awscli
+        micromamba-version: '1.5.6-0'
+        environment-name: jvm_tests
+        extra-specs: >-
+          python=3.10
+          awscli
+        cache-downloads: true
+        cache-env: true
 
     - name: Cache Maven packages
-      uses: actions/cache@6998d139ddd3e68c71e9e398d8e40b71a2f39812 # v3.2.5
+      uses: actions/cache@13aacd865c20de90d75de3b17ebe84f7a17d57d2  # v4.0.0
       with:
         path: ~/.m2
         key: ${{ runner.os }}-m2-${{ hashFiles('./jvm-packages/pom.xml') }}
         restore-keys: ${{ runner.os }}-m2-${{ hashFiles('./jvm-packages/pom.xml') }}
 
+    - name: Build xgboost4j.dll
+      run: |
+        mkdir build
+        cd build
+        cmake .. -G"Visual Studio 17 2022" -A x64 -DJVM_BINDINGS=ON
+        cmake --build . --config Release
+      if: matrix.os == 'windows-latest'
+
     - name: Test XGBoost4J (Core)
       run: |
         cd jvm-packages

jvm-packages/create_jni.py

@@ -81,12 +81,7 @@ def native_build(args):
     with cd(".."):
         build_dir = "build-gpu" if cli_args.use_cuda == "ON" else "build"
         maybe_makedirs(build_dir)
-        with cd(build_dir):
-            if sys.platform == "win32":
-                # Force x64 build on Windows.
-                maybe_generator = " -A x64"
-            else:
-                maybe_generator = ""
+
         if sys.platform == "linux":
             maybe_parallel_build = " -- -j $(nproc)"
         else:
@@ -111,10 +106,30 @@ def native_build(args):
         if gpu_arch_flag is not None:
             args.append("%s" % gpu_arch_flag)
 
+        with cd(build_dir):
             lib_dir = os.path.join(os.pardir, "lib")
             if os.path.exists(lib_dir):
                 shutil.rmtree(lib_dir)
-            run("cmake .. " + " ".join(args) + maybe_generator)
+
+            # Same trick as Python build, just test all possible generators.
+            if sys.platform == "win32":
+                supported_generators = (
+                    "",  # empty, decided by cmake
+                    '-G"Visual Studio 17 2022" -A x64',
+                    '-G"Visual Studio 16 2019" -A x64',
+                    '-G"Visual Studio 15 2017" -A x64',
+                )
+                for generator in supported_generators:
+                    try:
+                        run("cmake .. " + " ".join(args + [generator]))
+                        break
+                    except subprocess.CalledProcessError as e:
+                        print(f"Failed to build with generator: {generator}", e)
+                        with cd(os.path.pardir):
+                            shutil.rmtree(build_dir)
+                            maybe_makedirs(build_dir)
+            else:
+                run("cmake .. " + " ".join(args))
             run("cmake --build . --config Release" + maybe_parallel_build)
 
         with cd("demo/CLI/regression"):

python-package/packager/nativelib.py

@@ -32,7 +32,10 @@ def build_libxgboost(
     build_dir: pathlib.Path,
     build_config: BuildConfiguration,
 ) -> pathlib.Path:
-    """Build libxgboost in a temporary directory and obtain the path to built libxgboost"""
+    """Build libxgboost in a temporary directory and obtain the path to built
+    libxgboost.
+
+    """
     logger = logging.getLogger("xgboost.packager.build_libxgboost")
 
     if not cpp_src_dir.is_dir():
@@ -51,8 +54,8 @@ def build_libxgboost(
         cmake_cmd.extend(build_config.get_cmake_args())
 
         # Flag for cross-compiling for Apple Silicon
-        # We use environment variable because it's the only way to pass down custom flags
-        # through the cibuildwheel package, which calls `pip wheel` command.
+        # We use environment variable because it's the only way to pass down custom
+        # flags through the cibuildwheel package, which calls `pip wheel` command.
         if "CIBW_TARGET_OSX_ARM64" in os.environ:
             cmake_cmd.append("-DCMAKE_OSX_ARCHITECTURES=arm64")