Add global configuration (#6414)

* Add management functions for global configuration: XGBSetGlobalConfig(), XGBGetGlobalConfig().
* Add Python interface: set_config(), get_config(), and config_context().
* Add unit tests for Python
* Add R interface: xgb.set.config(), xgb.get.config()
* Add unit tests for R

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>

include/xgboost/c_api.h

@@ -63,6 +63,23 @@ XGB_DLL const char *XGBGetLastError(void);
  */
 XGB_DLL int XGBRegisterLogCallback(void (*callback)(const char*));
 
+/*!
+ * \brief Set global configuration (collection of parameters that apply globally). This function
+ *        accepts the list of key-value pairs representing the global-scope parameters to be
+ *        configured. The list of key-value pairs are passed in as a JSON string.
+ * \param json_str a JSON string representing the list of key-value pairs. The JSON object shall
+ *                 be flat: no value can be a JSON object or an array.
+ * \return 0 for success, -1 for failure
+ */
+XGB_DLL int XGBSetGlobalConfig(const char* json_str);
+
+/*!
+ * \brief Get current global configuration (collection of parameters that apply globally).
+ * \param json_str pointer to received returned global configuration, represented as a JSON string.
+ * \return 0 for success, -1 for failure
+ */
+XGB_DLL int XGBGetGlobalConfig(const char** json_str);
+
 /*!
  * \brief load a data matrix
  * \param fname the name of the file

include/xgboost/global_config.h

@@ -0,0 +1,30 @@
+/*!
+ * Copyright 2020 by Contributors
+ * \file global_config.h
+ * \brief Global configuration for XGBoost
+ * \author Hyunsu Cho
+ */
+#ifndef XGBOOST_GLOBAL_CONFIG_H_
+#define XGBOOST_GLOBAL_CONFIG_H_
+
+#include <xgboost/parameter.h>
+#include <vector>
+#include <string>
+
+namespace xgboost {
+class Json;
+
+struct GlobalConfiguration : public XGBoostParameter<GlobalConfiguration> {
+  int verbosity;
+  DMLC_DECLARE_PARAMETER(GlobalConfiguration) {
+    DMLC_DECLARE_FIELD(verbosity)
+        .set_range(0, 3)
+        .set_default(1)  // shows only warning
+        .describe("Flag to print out detailed breakdown of runtime.");
+  }
+};
+
+using GlobalConfigThreadLocalStore = dmlc::ThreadLocalStore<GlobalConfiguration>;
+}  // namespace xgboost
+
+#endif  // XGBOOST_GLOBAL_CONFIG_H_

include/xgboost/json.h

@@ -557,7 +557,6 @@ using String  = JsonString;
 using Null    = JsonNull;
 
 // Utils tailored for XGBoost.
-
 template <typename Parameter>
 Object ToJson(Parameter const& param) {
   Object obj;
@@ -568,13 +567,13 @@ Object ToJson(Parameter const& param) {
 }
 
 template <typename Parameter>
-void FromJson(Json const& obj, Parameter* param) {
+Args FromJson(Json const& obj, Parameter* param) {
   auto const& j_param = get<Object const>(obj);
   std::map<std::string, std::string> m;
   for (auto const& kv : j_param) {
     m[kv.first] = get<String const>(kv.second);
   }
-  param->UpdateAllowUnknown(m);
+  return param->UpdateAllowUnknown(m);
 }
 }  // namespace xgboost
 #endif  // XGBOOST_JSON_H_

include/xgboost/learner.h

@@ -45,7 +45,6 @@ struct XGBAPIThreadLocalEntry {
   PredictionCacheEntry prediction_entry;
 };
 
-
 /*!
  * \brief Learner class that does training and prediction.
  *  This is the user facing module of xgboost training.

include/xgboost/logging.h

@@ -13,6 +13,7 @@
 
 #include <xgboost/base.h>
 #include <xgboost/parameter.h>
+#include <xgboost/global_config.h>
 
 #include <sstream>
 #include <map>
@@ -35,19 +36,6 @@ class BaseLogger {
   std::ostringstream log_stream_;
 };
 
-// Parsing both silent and debug_verbose is to provide backward compatibility.
-struct ConsoleLoggerParam : public XGBoostParameter<ConsoleLoggerParam> {
-  int verbosity;
-
-  DMLC_DECLARE_PARAMETER(ConsoleLoggerParam) {
-    DMLC_DECLARE_FIELD(verbosity)
-        .set_range(0, 3)
-        .set_default(1)  // shows only warning
-        .describe("Flag to print out detailed breakdown of runtime.");
-    DMLC_DECLARE_ALIAS(verbosity, debug_verbose);
-  }
-};
-
 class ConsoleLogger : public BaseLogger {
  public:
   enum class LogVerbosity {
@@ -60,9 +48,6 @@ class ConsoleLogger : public BaseLogger {
   using LV = LogVerbosity;
 
  private:
-  static LogVerbosity global_verbosity_;
-  static ConsoleLoggerParam param_;
-
   LogVerbosity cur_verbosity_;
 
  public: