[Roadmap] Phasing out the support for old binary format.

[trivialfis]

XGBoost has a custom binary model format that has been used since day 1. Later in 1.0, we
introduced the JSON format as an alternative, which has a schema and has better
extensibility. The JSON format has been used as a default format for memory snapshot
serialization (pickle, rds, etc) and has extra features including categorical data support,
extra data feature names, and features types. However, for performance and compatibility
reasons we have continued the support for the old binary format. In 1.6 we plan to add
universal binary JSON as an extension to the current JSON format also as a replacement for the old
binary format.

Motivation

The old binary format is essentially copying internal structures like parameters, tree
nodes into a memory buffer, so it has a fixed memory layout that's difficult to change and
debug. If we look at the Learner class it's full of conditions to work around some
issues in binary format accumulated over the past. These issues root from the situation
that we can not change the binary output in any way, which also has an indirect impact on
how we write code. For instance, we can not change the RegTree structure due to how the
node is stored in the output and it's the very core of XGBoost. To overcome these issues
and clear some room for future development we need to phase out its use.

Roadmap

If the Universal Binary JSON implementation is accepted, I propose the following roadmap
for phasing out the support of the old binary format:

• 1.6: Add UBJSON and use it as the default format for full serialization (pickle, rds) as
  default. Emit warning when users are loading old JSON format. This is necessary since
  the default_left is changed from boolean to integer.
• 1.7: Emit warning when users save or load binary format.
• 2.0: Continue the warning about the binary format.
• 2.1: Continue the warning, and save the model as JSON or UBJ as default if the format is not specified. Save model in ubj as the default. #9947
• 2.2: Remove support for saving old binary format, remove support for old JSON model.
• 2.3: Remove support for loading old binary format.

note

• JVM external checkpoint manager uses model suffix.
• SHAP Fixes for XGBoost model load and GPU build. shap/shap#3462 .

[trivialfis]

@hcho3

[hcho3]

This is necessary since
the default_left is changed from boolean to integer.

How necessary is this? Was the default_left changed to improve performance?

[trivialfis]

Yes. Most of the improvement comes from the typed array where we can omit the construction of Json struct and the guessing work for the next element. But there's no typed array for boolean.

Actually, there is, but it's not quite useful. The representation of boolean is T and F characters, they are both type and value at the same time. So if we were to have a typed boolean array, the whole array would be either true or false.

We can continue the support for the current JSON model for a very long time since the additional code is not much (1 condition to check whether it's bool or int), but I think it's also quite easy to move away from it since users can simply replace True to 1 and False to 0 in the JSON file. I can create a script for doing just that.

[mpetricek-corp]

Is there a simple way to silence this warning "Found JSON model saved before XGBoost 1.6, please save the model using current version again. The support for old JSON model will be discontinued in XGBoost 2.3." when using the java interface? I.e. ml.dmlc.xgboost4j.java.XGBoost class from ml.dmlc.xgboost-jvm_2.12 maven artifact.

The C code seems to accept some "verbosity" configuration, but so far I have not found way to set this config from the Java code.