Fix DMatrix feature names/types IO. (#6507)

* Fix feature names/types IO

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

python-package/xgboost/core.py

@@ -5,6 +5,7 @@
 import collections
 # pylint: disable=no-name-in-module,import-error
 from collections.abc import Mapping
+from typing import List, Optional, Any, Union
 # pylint: enable=no-name-in-module,import-error
 from typing import Dict, Union, List
 import ctypes
@@ -508,8 +509,10 @@ class DMatrix:                  # pylint: disable=too-many-instance-attributes
 
         self.set_info(label=label, weight=weight, base_margin=base_margin)
 
-        self.feature_names = feature_names
+        if feature_names is not None:
-        self.feature_types = feature_types
+            self.feature_names = feature_names
+        if feature_types is not None:
+            self.feature_types = feature_types
 
     def __del__(self):
         if hasattr(self, "handle") and self.handle:
@@ -784,7 +787,7 @@ class DMatrix:                  # pylint: disable=too-many-instance-attributes
         return res
 
     @property
-    def feature_names(self):
+    def feature_names(self) -> List[str]:
         """Get feature names (column labels).
 
         Returns
@@ -793,18 +796,21 @@ class DMatrix:                  # pylint: disable=too-many-instance-attributes
         """
         length = c_bst_ulong()
         sarr = ctypes.POINTER(ctypes.c_char_p)()
-        _check_call(_LIB.XGDMatrixGetStrFeatureInfo(self.handle,
+        _check_call(
-                                                    c_str('feature_name'),
+            _LIB.XGDMatrixGetStrFeatureInfo(
-                                                    ctypes.byref(length),
+                self.handle,
-                                                    ctypes.byref(sarr)))
+                c_str("feature_name"),
+                ctypes.byref(length),
+                ctypes.byref(sarr),
+            )
+        )
         feature_names = from_cstr_to_pystr(sarr, length)
         if not feature_names:
-            feature_names = ['f{0}'.format(i)
+            feature_names = ["f{0}".format(i) for i in range(self.num_col())]
-                             for i in range(self.num_col())]
         return feature_names
 
     @feature_names.setter
-    def feature_names(self, feature_names):
+    def feature_names(self, feature_names: Optional[Union[List[str], str]]) -> None:
         """Set feature names (column labels).
 
         Parameters
@@ -828,12 +834,11 @@ class DMatrix:                  # pylint: disable=too-many-instance-attributes
                 msg = 'feature_names must have the same length as data'
                 raise ValueError(msg)
             # prohibit to use symbols may affect to parse. e.g. []<
-            if not all(isinstance(f, STRING_TYPES) and
+            if not all(isinstance(f, str) and
                        not any(x in f for x in set(('[', ']', '<')))
                        for f in feature_names):
                 raise ValueError('feature_names must be string, and may not contain [, ] or <')
-            c_feature_names = [bytes(f, encoding='utf-8')
+            c_feature_names = [bytes(f, encoding='utf-8') for f in feature_names]
-                               for f in feature_names]
             c_feature_names = (ctypes.c_char_p *
                                len(c_feature_names))(*c_feature_names)
             _check_call(_LIB.XGDMatrixSetStrFeatureInfo(
@@ -850,7 +855,7 @@ class DMatrix:                  # pylint: disable=too-many-instance-attributes
             self.feature_types = None
 
     @property
-    def feature_types(self):
+    def feature_types(self) -> Optional[List[str]]:
         """Get feature types (column types).
 
         Returns
@@ -869,7 +874,7 @@ class DMatrix:                  # pylint: disable=too-many-instance-attributes
         return res
 
     @feature_types.setter
-    def feature_types(self, feature_types):
+    def feature_types(self, feature_types: Optional[Union[List[Any], Any]]) -> None:
         """Set feature types (column types).
 
         This is for displaying the results and unrelated
@@ -884,7 +889,7 @@ class DMatrix:                  # pylint: disable=too-many-instance-attributes
             if not isinstance(feature_types, (list, str)):
                 raise TypeError(
                     'feature_types must be string or list of strings')
-            if isinstance(feature_types, STRING_TYPES):
+            if isinstance(feature_types, str):
                 # single string will be applied to all columns
                 feature_types = [feature_types] * self.num_col()
             try:

tests/python/test_dmatrix.py

@@ -1,10 +1,14 @@
 # -*- coding: utf-8 -*-
+import os
+import tempfile
 import numpy as np
 import xgboost as xgb
 import scipy.sparse
 import pytest
 from scipy.sparse import rand, csr_matrix
 
+import testing as tm
+
 rng = np.random.RandomState(1)
 
 dpath = 'demo/data/'
@@ -207,6 +211,23 @@ class TestDMatrix:
             with pytest.raises(ValueError):
                 bst.predict(dm)
 
+    @pytest.mark.skipif(**tm.no_pandas())
+    def test_save_binary(self):
+        import pandas as pd
+        with tempfile.TemporaryDirectory() as tmpdir:
+            path = os.path.join(tmpdir, 'm.dmatrix')
+            data = pd.DataFrame({
+                "a": [0, 1],
+                "b": [2, 3],
+                "c": [4, 5]
+            })
+            m0 = xgb.DMatrix(data.loc[:, ["a", "b"]], data["c"])
+            assert m0.feature_names == ['a', 'b']
+            m0.save_binary(path)
+            m1 = xgb.DMatrix(path)
+            assert m0.feature_names == m1.feature_names
+            assert m0.feature_types == m1.feature_types
+
     def test_get_info(self):
         dtrain = xgb.DMatrix(dpath + 'agaricus.txt.train')
         dtrain.get_float_info('label')