[EM] CPU categorical feature support.

python-package/xgboost/testing/updater.py

@@ -358,6 +358,7 @@ def __init__(  # pylint: disable=too-many-arguments
         *,
         n_batches: int,
         n_cats: int,
+        sparsity: float,
         onehot: bool,
         device: str,
     ) -> None:
@@ -402,6 +403,7 @@ def _create_dmatrix(  # pylint: disable=too-many-arguments
     *,
     n_cats: int,
     device: str,
+    sparsity: float,
     tree_method: str,
     onehot: bool,
     extmem: bool,
@@ -413,6 +415,7 @@ def _create_dmatrix(  # pylint: disable=too-many-arguments
             n_samples // n_batches,
             n_features,
             n_batches=n_batches,
+            sparsity=sparsity,
             n_cats=n_cats,
             onehot=onehot,
             device=device,
@@ -430,6 +433,7 @@ def _create_dmatrix(  # pylint: disable=too-many-arguments
             n_samples,
             n_features=n_features,
             n_categories=n_cats,
+            sparsity=sparsity,
             onehot=onehot,
         )
         Xy = xgb.DMatrix(cat, label, enable_categorical=enable_categorical)
@@ -463,6 +467,7 @@ def check_categorical_ohe(  # pylint: disable=too-many-arguments
         cols,
         n_cats=cats,
         device=device,
+        sparsity=0.0,
         onehot=True,
         tree_method=tree_method,
         extmem=extmem,
@@ -481,6 +486,7 @@ def check_categorical_ohe(  # pylint: disable=too-many-arguments
         cols,
         n_cats=cats,
         device=device,
+        sparsity=0.0,
         tree_method=tree_method,
         onehot=False,
         extmem=extmem,
@@ -550,6 +556,7 @@ def check_categorical_missing(  # pylint: disable=too-many-arguments
         rows,
         cols,
         n_cats=cats,
+        sparsity=0.5,
         device=device,
         tree_method=tree_method,
         onehot=False,

src/common/column_matrix.h

@@ -14,11 +14,9 @@
 #include <limits>
 #include <memory>
 #include <type_traits>  // for enable_if_t, is_same_v, is_signed_v
-#include <utility>      // for move
 
 #include "../data/adapter.h"
 #include "../data/gradient_index.h"
-#include "algorithm.h"
 #include "bitfield.h"  // for RBitField8
 #include "hist_util.h"
 #include "ref_resource_view.h"  // for RefResourceView

src/common/partition_builder.h

@@ -55,7 +55,7 @@ class PartitionBuilder {
   // Analog of std::stable_partition, but in no-inplace manner
   template <bool default_left, bool any_missing, typename ColumnType, typename Predicate>
   std::pair<size_t, size_t> PartitionKernel(ColumnType* p_column,
-                                            common::Span<const bst_idx_t> row_indices,
+                                            common::Span<bst_idx_t const> row_indices,
                                             common::Span<bst_idx_t> left_part,
                                             common::Span<bst_idx_t> right_part,
                                             bst_idx_t base_rowid, Predicate&& pred) {

src/predictor/cpu_predictor.cc

@@ -231,6 +231,7 @@ struct GHistIndexMatrixView {
         base_rowid{_page.base_rowid} {}
 
   SparsePage::Inst operator[](size_t r) {
+    r += base_rowid;
     auto t = omp_get_thread_num();
     auto const beg = (n_features_ * kUnroll * t) + (current_unroll_[t] * n_features_);
     size_t non_missing{static_cast<std::size_t>(beg)};

tests/python/test_data_iterator.py

@@ -12,7 +12,12 @@
 from xgboost import testing as tm
 from xgboost.data import SingleBatchInternalIter as SingleBatch
 from xgboost.testing import IteratorForTest, make_batches, non_increasing
-from xgboost.testing.updater import check_extmem_qdm, check_quantile_loss_extmem
+from xgboost.testing.updater import (
+    check_categorical_missing,
+    check_categorical_ohe,
+    check_extmem_qdm,
+    check_quantile_loss_extmem,
+)
 
 pytestmark = tm.timeout(30)
 
@@ -324,3 +329,23 @@ def test_extmem_qdm(
         device="cpu",
         on_host=False,
     )
+
+
+@pytest.mark.parametrize("tree_method", ["hist", "approx"])
+def test_categorical_missing(tree_method: str) -> None:
+    check_categorical_missing(
+        1024, 4, 5, device="cpu", tree_method=tree_method, extmem=True
+    )
+
+
+@pytest.mark.parametrize("tree_method", ["hist", "approx"])
+def test_categorical_ohe(tree_method: str) -> None:
+    check_categorical_ohe(
+        rows=1024,
+        cols=16,
+        rounds=4,
+        cats=5,
+        device="cpu",
+        tree_method=tree_method,
+        extmem=True,
+    )