Cache the model.

tests/python/test_model_compatibility.py

@@ -102,34 +102,38 @@ def run_scikit_model_check(name, path):
 
 @pytest.mark.skipif(**tm.no_sklearn())
 def test_model_compatibility():
-    '''Test model compatibility, can only be run on CI as others don't
+    """Test model compatibility, can only be run on CI as others don't
     have the credentials.
 
-    '''
+    """
     path = os.path.dirname(os.path.abspath(__file__))
-    path = os.path.join(path, 'models')
+    path = os.path.join(path, "models")
 
-    zip_path, _ = urllib.request.urlretrieve('https://xgboost-ci-jenkins-artifacts.s3-us-west-2' +
-                                             '.amazonaws.com/xgboost_model_compatibility_test.zip')
-    with zipfile.ZipFile(zip_path, 'r') as z:
-        z.extractall(path)
+    if not os.path.exists(path):
+        zip_path, _ = urllib.request.urlretrieve(
+            "https://xgboost-ci-jenkins-artifacts.s3-us-west-2"
+            + ".amazonaws.com/xgboost_model_compatibility_test.zip"
+        )
+        with zipfile.ZipFile(zip_path, "r") as z:
+            z.extractall(path)
 
     models = [
-        os.path.join(root, f) for root, subdir, files in os.walk(path)
+        os.path.join(root, f)
+        for root, subdir, files in os.walk(path)
         for f in files
-        if f != 'version'
+        if f != "version"
     ]
     assert models
 
     for path in models:
         name = os.path.basename(path)
-        if name.startswith('xgboost-'):
+        if name.startswith("xgboost-"):
             booster = xgboost.Booster(model_file=path)
             run_booster_check(booster, name)
             # Do full serialization.
             booster = copy.copy(booster)
             run_booster_check(booster, name)
-        elif name.startswith('xgboost_scikit'):
+        elif name.startswith("xgboost_scikit"):
             run_scikit_model_check(name, path)
         else:
             assert False