[Dask] Asyncio support. (#5862)

tests/python/test_tracker.py

@@ -27,8 +27,10 @@ def run_rabit_ops(client, n_workers):
     from xgboost import rabit
 
     workers = list(_get_client_workers(client).keys())
-    rabit_args = _get_rabit_args(workers, client)
+    rabit_args = client.sync(_get_rabit_args, workers, client)
     assert not rabit.is_distributed()
+    n_workers_from_dask = len(workers)
+    assert n_workers == n_workers_from_dask
 
     def local_test(worker_id):
         with RabitContext(rabit_args):

tests/python/test_with_dask.py

@@ -4,6 +4,7 @@ import xgboost as xgb
 import sys
 import numpy as np
 import json
+import asyncio
 
 if sys.platform.startswith("win"):
     pytest.skip("Skipping dask tests on Windows", allow_module_level=True)
@@ -327,3 +328,96 @@ def test_empty_dmatrix_approx():
             parameters = {'tree_method': 'approx'}
             run_empty_dmatrix_reg(client, parameters)
             run_empty_dmatrix_cls(client, parameters)
+
+
+async def run_from_dask_array_asyncio(scheduler_address):
+    async with Client(scheduler_address, asynchronous=True) as client:
+        X, y = generate_array()
+        m = await DaskDMatrix(client, X, y)
+        output = await xgb.dask.train(client, {}, dtrain=m)
+
+        with_m = await xgb.dask.predict(client, output, m)
+        with_X = await xgb.dask.predict(client, output, X)
+        inplace = await xgb.dask.inplace_predict(client, output, X)
+        assert isinstance(with_m, da.Array)
+        assert isinstance(with_X, da.Array)
+        assert isinstance(inplace, da.Array)
+
+        np.testing.assert_allclose(await client.compute(with_m),
+                                   await client.compute(with_X))
+        np.testing.assert_allclose(await client.compute(with_m),
+                                   await client.compute(inplace))
+
+        client.shutdown()
+        return output
+
+
+async def run_dask_regressor_asyncio(scheduler_address):
+    async with Client(scheduler_address, asynchronous=True) as client:
+        X, y = generate_array()
+        regressor = await xgb.dask.DaskXGBRegressor(verbosity=1,
+                                                    n_estimators=2)
+        regressor.set_params(tree_method='hist')
+        regressor.client = client
+        await regressor.fit(X, y, eval_set=[(X, y)])
+        prediction = await regressor.predict(X)
+
+        assert prediction.ndim == 1
+        assert prediction.shape[0] == kRows
+
+        history = regressor.evals_result()
+
+        assert isinstance(prediction, da.Array)
+        assert isinstance(history, dict)
+
+        assert list(history['validation_0'].keys())[0] == 'rmse'
+        assert len(history['validation_0']['rmse']) == 2
+
+
+async def run_dask_classifier_asyncio(scheduler_address):
+    async with Client(scheduler_address, asynchronous=True) as client:
+        X, y = generate_array()
+        y = (y * 10).astype(np.int32)
+        classifier = await xgb.dask.DaskXGBClassifier(
+            verbosity=1, n_estimators=2)
+        classifier.client = client
+        await classifier.fit(X, y,  eval_set=[(X, y)])
+        prediction = await classifier.predict(X)
+
+        assert prediction.ndim == 1
+        assert prediction.shape[0] == kRows
+
+        history = classifier.evals_result()
+
+        assert isinstance(prediction, da.Array)
+        assert isinstance(history, dict)
+
+        assert list(history.keys())[0] == 'validation_0'
+        assert list(history['validation_0'].keys())[0] == 'merror'
+        assert len(list(history['validation_0'])) == 1
+        assert len(history['validation_0']['merror']) == 2
+
+        assert classifier.n_classes_ == 10
+
+        # Test with dataframe.
+        X_d = dd.from_dask_array(X)
+        y_d = dd.from_dask_array(y)
+        await classifier.fit(X_d, y_d)
+
+        assert classifier.n_classes_ == 10
+        prediction = await classifier.predict(X_d)
+
+        assert prediction.ndim == 1
+        assert prediction.shape[0] == kRows
+
+
+def test_with_asyncio():
+    with LocalCluster() as cluster:
+        with Client(cluster) as client:
+            address = client.scheduler.address
+            output = asyncio.run(run_from_dask_array_asyncio(address))
+            assert isinstance(output['booster'], xgb.Booster)
+            assert isinstance(output['history'], dict)
+
+            asyncio.run(run_dask_regressor_asyncio(address))
+            asyncio.run(run_dask_classifier_asyncio(address))