Initial support for IPv6 (#8225)

- Merge rabit socket into XGBoost.
- Dask interface support.
- Add test to the socket.

amalgamation/xgboost-all0.cc

@@ -91,6 +91,9 @@
 #include "../src/common/timer.cc"
 #include "../src/common/version.cc"
 
+// collective
+#include "../src/collective/socket.cc"
+
 // c_api
 #include "../src/c_api/c_api.cc"
 #include "../src/c_api/c_api_error.cc"

doc/conf.py

@@ -204,7 +204,7 @@
 ]
 
 intersphinx_mapping = {
-    "python": ("https://docs.python.org/3.6", None),
+    "python": ("https://docs.python.org/3.8", None),
     "numpy": ("https://docs.scipy.org/doc/numpy/", None),
     "scipy": ("https://docs.scipy.org/doc/scipy/reference/", None),
     "pandas": ("https://pandas.pydata.org/pandas-docs/stable/", None),

doc/tutorials/dask.rst

@@ -474,7 +474,6 @@ interface, including callback functions, custom evaluation metric and objective:
         callbacks=[early_stop],
     )
 
-
 .. _tracker-ip:
 
 ***************
@@ -504,6 +503,35 @@ dask config is used:
         reg = dxgb.DaskXGBRegressor()
 
 
+
+************
+IPv6 Support
+************
+
+.. versionadded:: 2.0.0
+
+XGBoost has initial IPv6 support for the dask interface on Linux. Due to most of the
+cluster support for IPv6 is partial (dual stack instead of IPv6 only), we require
+additional user configuration similar to :ref:`tracker-ip` to help XGBoost obtain the
+correct address information:
+
+.. code-block:: python
+
+    import dask
+    from distributed import Client
+    from xgboost import dask as dxgb
+    # let xgboost know the scheduler address, use the same bracket format as dask.
+    with dask.config.set({"xgboost.scheduler_address": "[fd20:b6f:f759:9800::]"}):
+        with Client("[fd20:b6f:f759:9800::]") as client:
+            reg = dxgb.DaskXGBRegressor(tree_method="hist")
+
+
+When GPU is used, XGBoost employs `NCCL <https://developer.nvidia.com/nccl>`_ as the
+underlying communication framework, which may require some additional configuration via
+environment variable depending on the setting of the cluster. Please note that IPv6
+support is Unix only.
+
+
 *****************************************************************************
 Why is the initialization of ``DaskDMatrix``  so slow and throws weird errors
 *****************************************************************************