Initial support for IPv6.

- Merge rabit socket into XGBoost.
- Dask interface support.
- Add test to socket.
- Add more compatibility code with mysys32, including correct linking and enable most of
  the system function calls.
- Workaround windows includes in tests. dmlc filesystem includes `windows.h`, which
  conflicts with winsock2.h.

.gitignore

@@ -97,8 +97,11 @@ metastore_db
 R-package/src/Makevars
 *.lib
 
-# Visual Studio Code
-/.vscode/
+# Visual Studio
+.vs/
+CMakeSettings.json
+*.ilk
+*.pdb
 
 # IntelliJ/CLion
 .idea

.readthedocs.yaml

@@ -0,0 +1,28 @@
+# .readthedocs.yaml
+# Read the Docs configuration file
+# See https://docs.readthedocs.io/en/stable/config-file/v2.html for details
+
+# Required
+version: 2
+
+# Set the version of Python and other tools you might need
+build:
+  os: ubuntu-22.04
+  tools:
+    python: "3.8"
+  apt_packages:
+    - graphviz
+
+# Build documentation in the docs/ directory with Sphinx
+sphinx:
+   configuration: doc/conf.py
+
+# If using Sphinx, optionally build your docs in additional formats such as PDF
+formats:
+   - pdf
+
+# Optionally declare the Python requirements required to build your docs
+python:
+  install:
+   - requirements: doc/requirements.txt
+  system_packages: true

R-package/src/Makevars.win

@@ -30,7 +30,7 @@ $(foreach v, $(XGB_RFLAGS), $(warning $(v)))
 
 PKG_CPPFLAGS=  -I$(PKGROOT)/include -I$(PKGROOT)/dmlc-core/include -I$(PKGROOT)/rabit/include -I$(PKGROOT) $(XGB_RFLAGS)
 PKG_CXXFLAGS= $(SHLIB_OPENMP_CXXFLAGS) $(SHLIB_PTHREAD_FLAGS)
-PKG_LIBS = $(SHLIB_OPENMP_CXXFLAGS) $(SHLIB_PTHREAD_FLAGS)
+PKG_LIBS = $(SHLIB_OPENMP_CXXFLAGS) $(SHLIB_PTHREAD_FLAGS) -lwsock32 -lws2_32
 OBJECTS= ./xgboost_R.o ./xgboost_custom.o ./xgboost_assert.o ./init.o \
          $(PKGROOT)/amalgamation/xgboost-all0.o $(PKGROOT)/amalgamation/dmlc-minimum0.o \
          $(PKGROOT)/rabit/src/engine.o $(PKGROOT)/rabit/src/rabit_c_api.o \

amalgamation/xgboost-all0.cc

@@ -87,6 +87,9 @@
 #include "../src/common/threading_utils.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"

cmake/Utils.cmake

@@ -244,7 +244,7 @@ macro(xgboost_target_properties target)
       $<$<NOT:$<COMPILE_LANGUAGE:CUDA>>:/utf-8>
       -D_CRT_SECURE_NO_WARNINGS
       -D_CRT_SECURE_NO_DEPRECATE
-      )
+    )
   endif (MSVC)
 
   if (WIN32 AND MINGW)
@@ -314,4 +314,8 @@ macro(xgboost_target_link_libraries target)
   if (RABIT_BUILD_MPI)
     target_link_libraries(${target} PRIVATE MPI::MPI_CXX)
   endif (RABIT_BUILD_MPI)
+
+  if (MINGW)
+    target_link_libraries(${target} PRIVATE wsock32 ws2_32)
+  endif (MINGW)
 endmacro(xgboost_target_link_libraries)

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 +503,36 @@ dask config is used:
         reg = dxgb.DaskXGBRegressor()
 
 
+
+************
+IPv6 Support
+************
+
+.. versionadded:: 2.0.0
+
+XGBoost has initial IPv6 support for the dask interface. Due to most of the cluster
+support for IPv6 is partial (duo 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": "[::1]"}):
+        with LocalCluster(host="[::1]", n_workers=2) as cluster:
+            with Client(cluster) 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
 *****************************************************************************