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>

R-package/DESCRIPTION

@@ -53,7 +53,6 @@ Suggests:
     testthat,
     lintr,
     igraph (>= 1.0.1),
-    jsonlite,
     float,
     crayon,
     titanic
@@ -64,5 +63,6 @@ Imports:
     methods,
     data.table (>= 1.9.6),
     magrittr (>= 1.5),
+    jsonlite (>= 1.0),
 RoxygenNote: 7.1.1
 SystemRequirements: GNU make, C++14

R-package/NAMESPACE

@@ -36,6 +36,7 @@ export(xgb.create.features)
 export(xgb.cv)
 export(xgb.dump)
 export(xgb.gblinear.history)
+export(xgb.get.config)
 export(xgb.ggplot.deepness)
 export(xgb.ggplot.importance)
 export(xgb.ggplot.shap.summary)
@@ -52,6 +53,7 @@ export(xgb.plot.tree)
 export(xgb.save)
 export(xgb.save.raw)
 export(xgb.serialize)
+export(xgb.set.config)
 export(xgb.train)
 export(xgb.unserialize)
 export(xgboost)
@@ -78,6 +80,8 @@ importFrom(graphics,lines)
 importFrom(graphics,par)
 importFrom(graphics,points)
 importFrom(graphics,title)
+importFrom(jsonlite,fromJSON)
+importFrom(jsonlite,toJSON)
 importFrom(magrittr,"%>%")
 importFrom(stats,median)
 importFrom(stats,predict)

R-package/R/xgb.config.R

@@ -0,0 +1,38 @@
+#' Global configuration consists of a collection of parameters that can be applied in the global
+#' scope. See \url{https://xgboost.readthedocs.io/en/stable/parameter.html} for the full list of
+#' parameters supported in the global configuration. Use \code{xgb.set.config} to update the
+#' values of one or more global-scope parameters. Use \code{xgb.get.config} to fetch the current
+#' values of all global-scope parameters (listed in
+#' \url{https://xgboost.readthedocs.io/en/stable/parameter.html}).
+#'
+#' @rdname xgbConfig
+#' @title Set and get global configuration
+#' @name xgb.set.config, xgb.get.config
+#' @export xgb.set.config xgb.get.config
+#' @param ... List of parameters to be set, as keyword arguments
+#' @return
+#' \code{xgb.set.config} returns \code{TRUE} to signal success. \code{xgb.get.config} returns
+#' a list containing all global-scope parameters and their values.
+#'
+#' @examples
+#' # Set verbosity level to silent (0)
+#' xgb.set.config(verbosity = 0)
+#' # Now global verbosity level is 0
+#' config <- xgb.get.config()
+#' print(config$verbosity)
+#' # Set verbosity level to warning (1)
+#' xgb.set.config(verbosity = 1)
+#' # Now global verbosity level is 1
+#' config <- xgb.get.config()
+#' print(config$verbosity)
+xgb.set.config <- function(...) {
+  new_config <- list(...)
+  .Call(XGBSetGlobalConfig_R, jsonlite::toJSON(new_config, auto_unbox = TRUE))
+  return(TRUE)
+}
+
+#' @rdname xgbConfig
+xgb.get.config <- function() {
+  config <- .Call(XGBGetGlobalConfig_R)
+  return(jsonlite::fromJSON(config))
+}

R-package/R/xgboost.R

@@ -91,6 +91,8 @@ NULL
 #' @importFrom data.table setkeyv
 #' @importFrom data.table setnames
 #' @importFrom magrittr %>%
+#' @importFrom jsonlite fromJSON
+#' @importFrom jsonlite toJSON
 #' @importFrom utils object.size str tail
 #' @importFrom stats predict
 #' @importFrom stats median

R-package/man/xgbConfig.Rd

@@ -0,0 +1,39 @@
+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/xgb.config.R
+\name{xgb.set.config, xgb.get.config}
+\alias{xgb.set.config, xgb.get.config}
+\alias{xgb.set.config}
+\alias{xgb.get.config}
+\title{Set and get global configuration}
+\usage{
+xgb.set.config(...)
+
+xgb.get.config()
+}
+\arguments{
+\item{...}{List of parameters to be set, as keyword arguments}
+}
+\value{
+\code{xgb.set.config} returns \code{TRUE} to signal success. \code{xgb.get.config} returns
+a list containing all global-scope parameters and their values.
+}
+\description{
+Global configuration consists of a collection of parameters that can be applied in the global
+scope. See \url{https://xgboost.readthedocs.io/en/stable/parameter.html} for the full list of
+parameters supported in the global configuration. Use \code{xgb.set.config} to update the
+values of one or more global-scope parameters. Use \code{xgb.get.config} to fetch the current
+values of all global-scope parameters (listed in
+\url{https://xgboost.readthedocs.io/en/stable/parameter.html}).
+}
+\examples{
+# Set verbosity level to silent (0)
+xgb.set.config(verbosity = 0)
+# Now global verbosity level is 0
+config <- xgb.get.config()
+print(config$verbosity)
+# Set verbosity level to warning (1)
+xgb.set.config(verbosity = 1)
+# Now global verbosity level is 1
+config <- xgb.get.config()
+print(config$verbosity)
+}

R-package/src/init.c

@@ -43,6 +43,8 @@ extern SEXP XGDMatrixNumRow_R(SEXP);
 extern SEXP XGDMatrixSaveBinary_R(SEXP, SEXP, SEXP);
 extern SEXP XGDMatrixSetInfo_R(SEXP, SEXP, SEXP);
 extern SEXP XGDMatrixSliceDMatrix_R(SEXP, SEXP);
+extern SEXP XGBSetGlobalConfig_R(SEXP);
+extern SEXP XGBGetGlobalConfig_R();
 
 static const R_CallMethodDef CallEntries[] = {
   {"XGBoosterBoostOneIter_R",     (DL_FUNC) &XGBoosterBoostOneIter_R,     4},
@@ -73,6 +75,8 @@ static const R_CallMethodDef CallEntries[] = {
   {"XGDMatrixSaveBinary_R",       (DL_FUNC) &XGDMatrixSaveBinary_R,       3},
   {"XGDMatrixSetInfo_R",          (DL_FUNC) &XGDMatrixSetInfo_R,          3},
   {"XGDMatrixSliceDMatrix_R",     (DL_FUNC) &XGDMatrixSliceDMatrix_R,     2},
+  {"XGBSetGlobalConfig_R",        (DL_FUNC) &XGBSetGlobalConfig_R,        1},
+  {"XGBGetGlobalConfig_R",        (DL_FUNC) &XGBGetGlobalConfig_R,        0},
   {NULL, NULL, 0}
 };
 

R-package/src/xgboost_R.cc

@@ -49,6 +49,21 @@ void _DMatrixFinalizer(SEXP ext) {
   R_API_END();
 }
 
+SEXP XGBSetGlobalConfig_R(SEXP json_str) {
+  R_API_BEGIN();
+  CHECK_CALL(XGBSetGlobalConfig(CHAR(asChar(json_str))));
+  R_API_END();
+  return R_NilValue;
+}
+
+SEXP XGBGetGlobalConfig_R() {
+  const char* json_str;
+  R_API_BEGIN();
+  CHECK_CALL(XGBGetGlobalConfig(&json_str));
+  R_API_END();
+  return mkString(json_str);
+}
+
 SEXP XGDMatrixCreateFromFile_R(SEXP fname, SEXP silent) {
   SEXP ret;
   R_API_BEGIN();

R-package/src/xgboost_R.h

@@ -21,6 +21,19 @@
  */
 XGB_DLL SEXP XGCheckNullPtr_R(SEXP handle);
 
+/*!
+ * \brief Set global configuration
+ * \param json_str a JSON string representing the list of key-value pairs
+ * \return R_NilValue
+ */
+XGB_DLL SEXP XGBSetGlobalConfig_R(SEXP json_str);
+
+/*!
+ * \brief Get global configuration
+ * \return JSON string
+ */
+XGB_DLL SEXP XGBGetGlobalConfig_R();
+
 /*!
  * \brief load a data matrix
  * \param fname name of the content

R-package/src/xgboost_custom.cc

@@ -16,7 +16,7 @@ void CustomLogMessage::Log(const std::string& msg) {
 namespace xgboost {
 ConsoleLogger::~ConsoleLogger() {
   if (cur_verbosity_ == LogVerbosity::kIgnore ||
-      cur_verbosity_ <= global_verbosity_) {
+      cur_verbosity_ <= GlobalVerbosity()) {
     dmlc::CustomLogMessage::Log(log_stream_.str());
   }
 }

R-package/tests/testthat/test_config.R

@@ -0,0 +1,11 @@
+context('Test global configuration')
+
+test_that('Global configuration works with verbosity', {
+  old_verbosity <- xgb.get.config()$verbosity
+  for (v in c(0, 1, 2, 3)) {
+    xgb.set.config(verbosity = v)
+    expect_equal(xgb.get.config()$verbosity, v)
+  }
+  xgb.set.config(verbosity = old_verbosity)
+  expect_equal(xgb.get.config()$verbosity, old_verbosity)
+})

amalgamation/xgboost-all0.cc

@@ -67,6 +67,7 @@
 // global
 #include "../src/learner.cc"
 #include "../src/logging.cc"
+#include "../src/global_config.cc"
 #include "../src/common/common.cc"
 #include "../src/common/random.cc"
 #include "../src/common/charconv.cc"

doc/parameter.rst

@@ -16,6 +16,13 @@ Before running XGBoost, we must set three types of parameters: general parameter
   :backlinks: none
   :local:
 
+********************
+Global Configuration
+********************
+The following parameters can be set in the global scope, using ``xgb.config_context()`` (Python) or ``xgb.set.config()`` (R).
+
+* ``verbosity``: Verbosity of printing messages. Valid values of 0 (silent), 1 (warning), 2 (info), and 3 (debug).
+
 ******************
 General Parameters
 ******************

doc/python/python_api.rst

@@ -6,6 +6,14 @@ This page gives the Python API reference of xgboost, please also refer to Python
   :backlinks: none
   :local:
 
+Global Configuration
+--------------------
+.. autofunction:: xgboost.config_context
+
+.. autofunction:: xgboost.set_config
+
+.. autofunction:: xgboost.get_config
+
 Core Data Structure
 -------------------
 .. automodule:: xgboost.core

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:

python-package/xgboost/__init__.py

@@ -17,6 +17,7 @@ try:
     from .sklearn import XGBModel, XGBClassifier, XGBRegressor, XGBRanker
     from .sklearn import XGBRFClassifier, XGBRFRegressor
     from .plotting import plot_importance, plot_tree, to_graphviz
+    from .config import set_config, get_config, config_context
 except ImportError:
     pass
 
@@ -29,4 +30,5 @@ __all__ = ['DMatrix', 'DeviceQuantileDMatrix', 'Booster',
            'RabitTracker',
            'XGBModel', 'XGBClassifier', 'XGBRegressor', 'XGBRanker',
            'XGBRFClassifier', 'XGBRFRegressor',
-           'plot_importance', 'plot_tree', 'to_graphviz', 'dask']
+           'plot_importance', 'plot_tree', 'to_graphviz', 'dask',
+           'set_config', 'get_config', 'config_context']

python-package/xgboost/config.py

@@ -0,0 +1,142 @@
+# pylint: disable=missing-function-docstring
+"""Global configuration for XGBoost"""
+import ctypes
+import json
+from contextlib import contextmanager
+from functools import wraps
+
+from .core import _LIB, _check_call, c_str, py_str
+
+
+def config_doc(*, header=None, extra_note=None, parameters=None, returns=None,
+               see_also=None):
+    """Decorator to format docstring for config functions.
+
+    Parameters
+    ----------
+    header: str
+        An introducion to the function
+    extra_note: str
+        Additional notes
+    parameters: str
+        Parameters of the function
+    returns: str
+        Return value
+    see_also: str
+        Related functions
+    """
+
+    doc_template = """
+    {header}
+
+    Global configuration consists of a collection of parameters that can be applied in the
+    global scope. See https://xgboost.readthedocs.io/en/stable/parameter.html for the full
+    list of parameters supported in the global configuration.
+
+    {extra_note}
+
+    .. versionadded:: 1.3.0
+    """
+
+    common_example = """
+    Example
+    -------
+
+    .. code-block:: python
+
+        import xgboost as xgb
+
+        # Show all messages, including ones pertaining to debugging
+        xgb.set_config(verbosity=2)
+
+        # Get current value of global configuration
+        # This is a dict containing all parameters in the global configuration,
+        # including 'verbosity'
+        config = xgb.get_config()
+        assert config['verbosity'] == 2
+
+        # Example of using the context manager xgb.config_context().
+        # The context manager will restore the previous value of the global
+        # configuration upon exiting.
+        with xgb.config_context(verbosity=0):
+            # Suppress warning caused by model generated with XGBoost version < 1.0.0
+            bst = xgb.Booster(model_file='./old_model.bin')
+        assert xgb.get_config()['verbosity'] == 2  # old value restored
+    """
+
+    def none_to_str(value):
+        return '' if value is None else value
+
+    def config_doc_decorator(func):
+        func.__doc__ = (doc_template.format(header=none_to_str(header),
+                                            extra_note=none_to_str(extra_note))
+                        + none_to_str(parameters) + none_to_str(returns)
+                        + none_to_str(common_example) + none_to_str(see_also))
+
+        @wraps(func)
+        def wrap(*args, **kwargs):
+            return func(*args, **kwargs)
+        return wrap
+    return config_doc_decorator
+
+
+@config_doc(header="""
+    Set global configuration.
+    """,
+            parameters="""
+    Parameters
+    ----------
+    new_config: Dict[str, Any]
+        Keyword arguments representing the parameters and their values
+            """)
+def set_config(**new_config):
+    config = json.dumps(new_config)
+    _check_call(_LIB.XGBSetGlobalConfig(c_str(config)))
+
+
+@config_doc(header="""
+    Get current values of the global configuration.
+    """,
+            returns="""
+    Returns
+    -------
+    args: Dict[str, Any]
+        The list of global parameters and their values
+            """)
+def get_config():
+    config_str = ctypes.c_char_p()
+    _check_call(_LIB.XGBGetGlobalConfig(ctypes.byref(config_str)))
+    config = json.loads(py_str(config_str.value))
+    return config
+
+
+@contextmanager
+@config_doc(header="""
+    Context manager for global XGBoost configuration.
+    """,
+            parameters="""
+    Parameters
+    ----------
+    new_config: Dict[str, Any]
+        Keyword arguments representing the parameters and their values
+            """,
+            extra_note="""
+    .. note::
+
+        All settings, not just those presently modified, will be returned to their
+        previous values when the context manager is exited. This is not thread-safe.
+            """,
+            see_also="""
+    See Also
+    --------
+    set_config: Set global XGBoost configuration
+    get_config: Get current values of the global configuration
+            """)
+def config_context(**new_config):
+    old_config = get_config().copy()
+    set_config(**new_config)
+
+    try:
+        yield
+    finally:
+        set_config(**old_config)

python-package/xgboost/dask.py

@@ -22,7 +22,7 @@ from typing import List
 
 import numpy
 
-from . import rabit
+from . import rabit, config
 
 from .compat import LazyLoader
 from .compat import sparse, scipy_sparse
@@ -639,6 +639,7 @@ async def _train_async(client,
 
     workers = list(_get_workers_from_data(dtrain, evals))
     _rabit_args = await _get_rabit_args(len(workers), client)
+    _global_config = config.get_config()
 
     def dispatched_train(worker_addr, rabit_args, dtrain_ref, dtrain_idt, evals_ref):
         '''Perform training on a single worker.  A local function prevents pickling.
@@ -646,7 +647,7 @@ async def _train_async(client,
         '''
         LOGGER.info('Training on %s', str(worker_addr))
         worker = distributed.get_worker()
-        with RabitContext(rabit_args):
+        with RabitContext(rabit_args), config.config_context(**_global_config):
             local_dtrain = _dmatrix_from_list_of_parts(**dtrain_ref)
             local_evals = []
             if evals_ref:
@@ -770,8 +771,11 @@ async def _predict_async(client, model, data, missing=numpy.nan, **kwargs):
         raise TypeError(_expect([DaskDMatrix, da.Array, dd.DataFrame],
                                 type(data)))
 
+    _global_config = config.get_config()
+
     def mapped_predict(partition, is_df):
         worker = distributed.get_worker()
+        with config.config_context(**_global_config):
             booster.set_param({'nthread': worker.nthreads})
             m = DMatrix(partition, missing=missing, nthread=worker.nthreads)
             predt = booster.predict(m, validate_features=False, **kwargs)
@@ -797,6 +801,7 @@ async def _predict_async(client, model, data, missing=numpy.nan, **kwargs):
     def dispatched_predict(worker_id, list_of_orders, list_of_parts):
         '''Perform prediction on each worker.'''
         LOGGER.info('Predicting on %d', worker_id)
+        with config.config_context(**_global_config):
             worker = distributed.get_worker()
             list_of_parts = _get_worker_parts_ordered(meta_names, list_of_parts)
             predictions = []

src/c_api/c_api.cc

@@ -18,9 +18,11 @@
 #include "xgboost/logging.h"
 #include "xgboost/version_config.h"
 #include "xgboost/json.h"
+#include "xgboost/global_config.h"
 
 #include "c_api_error.h"
 #include "../common/io.h"
+#include "../common/charconv.h"
 #include "../data/adapter.h"
 #include "../data/simple_dmatrix.h"
 #include "../data/proxy_dmatrix.h"
@@ -46,6 +48,91 @@ XGB_DLL int XGBRegisterLogCallback(void (*callback)(const char*)) {
   API_END();
 }
 
+XGB_DLL int XGBSetGlobalConfig(const char* json_str) {
+  API_BEGIN();
+  std::string str{json_str};
+  Json config{Json::Load(StringView{str.data(), str.size()})};
+  for (auto& items : get<Object>(config)) {
+    switch (items.second.GetValue().Type()) {
+    case xgboost::Value::ValueKind::kInteger: {
+      items.second = String{std::to_string(get<Integer const>(items.second))};
+      break;
+    }
+    case xgboost::Value::ValueKind::kBoolean: {
+      if (get<Boolean const>(items.second)) {
+        items.second = String{"true"};
+      } else {
+        items.second = String{"false"};
+      }
+      break;
+    }
+    case xgboost::Value::ValueKind::kNumber: {
+      auto n = get<Number const>(items.second);
+      char chars[NumericLimits<float>::kToCharsSize];
+      auto ec = to_chars(chars, chars + sizeof(chars), n).ec;
+      CHECK(ec == std::errc());
+      items.second = String{chars};
+      break;
+    }
+    default:
+      break;
+    }
+  }
+  auto unknown = FromJson(config, GlobalConfigThreadLocalStore::Get());
+  if (!unknown.empty()) {
+    std::stringstream ss;
+    ss << "Unknown global parameters: { ";
+    size_t i = 0;
+    for (auto const& item : unknown) {
+      ss << item.first;
+      i++;
+      if (i != unknown.size()) {
+        ss << ", ";
+      }
+    }
+    LOG(FATAL) << ss.str()  << " }";
+  }
+  API_END();
+}
+
+using GlobalConfigAPIThreadLocalStore = dmlc::ThreadLocalStore<XGBAPIThreadLocalEntry>;
+
+XGB_DLL int XGBGetGlobalConfig(const char** json_str) {
+  API_BEGIN();
+  auto const& global_config = *GlobalConfigThreadLocalStore::Get();
+  Json config {ToJson(global_config)};
+  auto const* mgr = global_config.__MANAGER__();
+
+  for (auto& item : get<Object>(config)) {
+    auto const &str = get<String const>(item.second);
+    auto const &name = item.first;
+    auto e = mgr->Find(name);
+    CHECK(e);
+
+    if (dynamic_cast<dmlc::parameter::FieldEntry<int32_t> const*>(e) ||
+        dynamic_cast<dmlc::parameter::FieldEntry<int64_t> const*>(e) ||
+        dynamic_cast<dmlc::parameter::FieldEntry<uint32_t> const*>(e) ||
+        dynamic_cast<dmlc::parameter::FieldEntry<uint64_t> const*>(e)) {
+      auto i = std::strtoimax(str.data(), nullptr, 10);
+      CHECK_LE(i, static_cast<intmax_t>(std::numeric_limits<int64_t>::max()));
+      item.second = Integer(static_cast<int64_t>(i));
+    } else if (dynamic_cast<dmlc::parameter::FieldEntry<float> const *>(e) ||
+               dynamic_cast<dmlc::parameter::FieldEntry<double> const *>(e)) {
+      float f;
+      auto ec = from_chars(str.data(), str.data() + str.size(), f).ec;
+      CHECK(ec == std::errc());
+      item.second = Number(f);
+    } else if (dynamic_cast<dmlc::parameter::FieldEntry<bool> const *>(e)) {
+      item.second = Boolean(str != "0");
+    }
+  }
+
+  auto& local = *GlobalConfigAPIThreadLocalStore::Get();
+  Json::Dump(config, &local.ret_str);
+  *json_str = local.ret_str.c_str();
+  API_END();
+}
+
 XGB_DLL int XGDMatrixCreateFromFile(const char *fname,
                                     int silent,
                                     DMatrixHandle *out) {

src/global_config.cc

@@ -0,0 +1,14 @@
+/*!
+ * Copyright 2020 by Contributors
+ * \file global_config.cc
+ * \brief Global configuration for XGBoost
+ * \author Hyunsu Cho
+ */
+
+#include <dmlc/thread_local.h>
+#include "xgboost/global_config.h"
+#include "xgboost/json.h"
+
+namespace xgboost {
+DMLC_REGISTER_PARAMETER(GlobalConfiguration);
+}  // namespace xgboost

src/learner.cc

@@ -490,6 +490,12 @@ class LearnerConfiguration : public Learner {
 
     // Extract all parameters
     std::vector<std::string> keys;
+    // First global parameters
+    Json const global_config{ToJson(*GlobalConfigThreadLocalStore::Get())};
+    for (auto const& items : get<Object const>(global_config)) {
+      keys.emplace_back(items.first);
+    }
+    // Parameters in various xgboost components.
     while (!stack.empty()) {
       auto j_obj = stack.top();
       stack.pop();

src/logging.cc

@@ -11,12 +11,13 @@
 
 #include "xgboost/parameter.h"
 #include "xgboost/logging.h"
+#include "xgboost/json.h"
 
 #if !defined(XGBOOST_STRICT_R_MODE) || XGBOOST_STRICT_R_MODE == 0
 // Override logging mechanism for non-R interfaces
 void dmlc::CustomLogMessage::Log(const std::string& msg) {
-  const xgboost::LogCallbackRegistry* registry
-    = xgboost::LogCallbackRegistryStore::Get();
+  const xgboost::LogCallbackRegistry *registry =
+      xgboost::LogCallbackRegistryStore::Get();
   auto callback = registry->Get();
   callback(msg.c_str());
 }
@@ -40,35 +41,15 @@ TrackerLogger::~TrackerLogger() {
 
 namespace xgboost {
 
-DMLC_REGISTER_PARAMETER(ConsoleLoggerParam);
-
-ConsoleLogger::LogVerbosity ConsoleLogger::global_verbosity_ =
-    ConsoleLogger::DefaultVerbosity();
-
-ConsoleLoggerParam ConsoleLogger::param_ = ConsoleLoggerParam();
-
 bool ConsoleLogger::ShouldLog(LogVerbosity verbosity) {
-  return verbosity <= global_verbosity_ || verbosity == LV::kIgnore;
+  return static_cast<int>(verbosity) <=
+             (GlobalConfigThreadLocalStore::Get()->verbosity) ||
+         verbosity == LV::kIgnore;
 }
 
 void ConsoleLogger::Configure(Args const& args) {
-  param_.UpdateAllowUnknown(args);
-  switch (param_.verbosity) {
-    case 0:
-      global_verbosity_ = LogVerbosity::kSilent;
-      break;
-    case 1:
-      global_verbosity_ = LogVerbosity::kWarning;
-      break;
-    case 2:
-      global_verbosity_ = LogVerbosity::kInfo;
-      break;
-    case 3:
-      global_verbosity_ = LogVerbosity::kDebug;
-    default:
-      // global verbosity doesn't require kIgnore
-      break;
-  }
+  auto& param = *GlobalConfigThreadLocalStore::Get();
+  param.UpdateAllowUnknown(args);
 }
 
 ConsoleLogger::LogVerbosity ConsoleLogger::DefaultVerbosity() {
@@ -76,7 +57,25 @@ ConsoleLogger::LogVerbosity ConsoleLogger::DefaultVerbosity() {
 }
 
 ConsoleLogger::LogVerbosity ConsoleLogger::GlobalVerbosity() {
-  return global_verbosity_;
+  LogVerbosity global_verbosity { LogVerbosity::kWarning };
+  switch (GlobalConfigThreadLocalStore::Get()->verbosity) {
+  case 0:
+    global_verbosity = LogVerbosity::kSilent;
+    break;
+  case 1:
+    global_verbosity = LogVerbosity::kWarning;
+    break;
+  case 2:
+    global_verbosity = LogVerbosity::kInfo;
+    break;
+  case 3:
+    global_verbosity = LogVerbosity::kDebug;
+  default:
+    // global verbosity doesn't require kIgnore
+    break;
+  }
+
+  return global_verbosity;
 }
 
 ConsoleLogger::ConsoleLogger(LogVerbosity cur_verb) :

tests/cpp/c_api/test_c_api.cc

@@ -212,4 +212,50 @@ TEST(CAPI, Exception) {
   // Not null
   ASSERT_TRUE(error);
 }
+
+TEST(CAPI, XGBGlobalConfig) {
+  int ret;
+  {
+    const char *config_str = R"json(
+    {
+      "verbosity": 0
+    }
+  )json";
+    ret = XGBSetGlobalConfig(config_str);
+    ASSERT_EQ(ret, 0);
+    const char *updated_config_cstr;
+    ret = XGBGetGlobalConfig(&updated_config_cstr);
+    ASSERT_EQ(ret, 0);
+
+    std::string updated_config_str{updated_config_cstr};
+    auto updated_config =
+        Json::Load({updated_config_str.data(), updated_config_str.size()});
+    ASSERT_EQ(get<Integer>(updated_config["verbosity"]), 0);
+  }
+  {
+    const char *config_str = R"json(
+    {
+      "foo": 0
+    }
+  )json";
+    ret = XGBSetGlobalConfig(config_str);
+    ASSERT_EQ(ret , -1);
+    auto err = std::string{XGBGetLastError()};
+    ASSERT_NE(err.find("foo"), std::string::npos);
+  }
+  {
+    const char *config_str = R"json(
+    {
+      "foo": 0,
+      "verbosity": 0
+    }
+  )json";
+    ret = XGBSetGlobalConfig(config_str);
+    ASSERT_EQ(ret , -1);
+    auto err = std::string{XGBGetLastError()};
+    ASSERT_NE(err.find("foo"), std::string::npos);
+    ASSERT_EQ(err.find("verbosity"), std::string::npos);
+  }
+}
+
 }  // namespace xgboost

tests/cpp/test_global_config.cc

@@ -0,0 +1,22 @@
+#include <gtest/gtest.h>
+#include <xgboost/json.h>
+#include <xgboost/logging.h>
+#include <xgboost/global_config.h>
+
+namespace xgboost {
+
+TEST(GlobalConfiguration, Verbosity) {
+  // Configure verbosity via global configuration
+  Json config{JsonObject()};
+  config["verbosity"] = String("0");
+  auto& global_config = *GlobalConfigThreadLocalStore::Get();
+  FromJson(config, &global_config);
+  // Now verbosity should be updated
+  EXPECT_EQ(ConsoleLogger::GlobalVerbosity(), ConsoleLogger::LogVerbosity::kSilent);
+  EXPECT_NE(ConsoleLogger::LogVerbosity::kSilent, ConsoleLogger::DefaultVerbosity());
+  // GetConfig() should also return updated verbosity
+  Json current_config { ToJson(*GlobalConfigThreadLocalStore::Get()) };
+  EXPECT_EQ(get<String>(current_config["verbosity"]), "0");
+}
+
+}  // namespace xgboost

tests/python/test_config.py

@@ -0,0 +1,16 @@
+# -*- coding: utf-8 -*-
+import xgboost as xgb
+import pytest
+import testing as tm
+
+
+@pytest.mark.parametrize('verbosity_level', [0, 1, 2, 3])
+def test_global_config_verbosity(verbosity_level):
+    def get_current_verbosity():
+        return xgb.get_config()['verbosity']
+
+    old_verbosity = get_current_verbosity()
+    with xgb.config_context(verbosity=verbosity_level):
+        new_verbosity = get_current_verbosity()
+        assert new_verbosity == verbosity_level
+    assert old_verbosity == get_current_verbosity()

tests/python/test_with_dask.py

@@ -637,6 +637,46 @@ def test_aft_survival():
 
 
 class TestWithDask:
+    def test_global_config(self, client):
+        X, y = generate_array()
+        xgb.config.set_config(verbosity=0)
+        dtrain = DaskDMatrix(client, X, y)
+        before_fname = './before_training-test_global_config'
+        after_fname = './after_training-test_global_config'
+
+        class TestCallback(xgb.callback.TrainingCallback):
+            def write_file(self, fname):
+                with open(fname, 'w') as fd:
+                    fd.write(str(xgb.config.get_config()['verbosity']))
+
+            def before_training(self, model):
+                self.write_file(before_fname)
+                assert xgb.config.get_config()['verbosity'] == 0
+                return model
+
+            def after_training(self, model):
+                assert xgb.config.get_config()['verbosity'] == 0
+                return model
+
+            def before_iteration(self, model, epoch, evals_log):
+                assert xgb.config.get_config()['verbosity'] == 0
+                return False
+
+            def after_iteration(self, model, epoch, evals_log):
+                self.write_file(after_fname)
+                assert xgb.config.get_config()['verbosity'] == 0
+                return False
+
+        xgb.dask.train(client, {}, dtrain, num_boost_round=4, callbacks=[TestCallback()])[
+            'booster']
+
+        with open(before_fname, 'r') as before, open(after_fname, 'r') as after:
+            assert before.read() == '0'
+            assert after.read() == '0'
+
+        os.remove(before_fname)
+        os.remove(after_fname)
+
     def run_updater_test(self, client, params, num_rounds, dataset,
                          tree_method):
         params['tree_method'] = tree_method