Prepare for improving Windows networking compatibility.

.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 \

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)

rabit/src/allreduce_base.cc

@@ -5,7 +5,10 @@
  *
  * \author Tianqi Chen, Ignacio Cano, Tianyi Zhou
  */
+#if !defined(NOMINMAX) && defined(_WIN32)
 #define NOMINMAX
+#endif  // !defined(NOMINMAX)
+
 #include "rabit/base.h"
 #include "rabit/internal/rabit-inl.h"
 #include "allreduce_base.h"

src/cli_main.cc

@@ -6,7 +6,11 @@
  */
 #define _CRT_SECURE_NO_WARNINGS
 #define _CRT_SECURE_NO_DEPRECATE
+
+#if !defined(NOMINMAX) && defined(_WIN32)
 #define NOMINMAX
+#endif  // !defined(NOMINMAX)
+
 #include <dmlc/timer.h>
 
 #include <xgboost/learner.h>

tests/cpp/common/test_column_matrix.cc

@@ -1,7 +1,6 @@
 /*!
  * Copyright 2018-2022 by XGBoost Contributors
  */
-#include <dmlc/filesystem.h>
 #include <gtest/gtest.h>
 
 #include "../../../src/common/column_matrix.h"

tests/cpp/common/test_config.cc

@@ -1,11 +1,13 @@
 /*!
  * Copyright 2019 by Contributors
  */
+#include <gtest/gtest.h>
+
 #include <fstream>
 #include <string>
-#include <gtest/gtest.h>
-#include <dmlc/filesystem.h>
+
 #include "../../../src/common/config.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
 #include "../helpers.h"
 
 namespace xgboost {

tests/cpp/common/test_hist_util.cu

@@ -1,26 +1,25 @@
 /*!
  * Copyright 2019-2022 by XGBoost Contributors
  */
-#include <dmlc/filesystem.h>
 #include <gtest/gtest.h>
+#include <thrust/device_vector.h>
+#include <xgboost/c_api.h>
+#include <xgboost/data.h>
 
 #include <algorithm>
 #include <cmath>
-#include <thrust/device_vector.h>
-
-#include <xgboost/data.h>
-#include <xgboost/c_api.h>
 
-#include "test_hist_util.h"
-#include "../helpers.h"
-#include "../data/test_array_interface.h"
+#include "../../../include/xgboost/logging.h"
 #include "../../../src/common/device_helpers.cuh"
-#include "../../../src/common/hist_util.h"
 #include "../../../src/common/hist_util.cuh"
-#include "../../../src/data/device_adapter.cuh"
+#include "../../../src/common/hist_util.h"
 #include "../../../src/common/math.h"
+#include "../../../src/data/device_adapter.cuh"
 #include "../../../src/data/simple_dmatrix.h"
-#include "../../../include/xgboost/logging.h"
+#include "../data/test_array_interface.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
+#include "../helpers.h"
+#include "test_hist_util.h"
 
 namespace xgboost {
 namespace common {

tests/cpp/common/test_hist_util.h

@@ -3,16 +3,17 @@
  */
 #pragma once
 #include <gtest/gtest.h>
-#include <dmlc/filesystem.h>
+
+#include <fstream>
 #include <random>
-#include <vector>
 #include <string>
-#include <fstream>
+#include <vector>
 
-#include "../helpers.h"
 #include "../../../src/common/hist_util.h"
-#include "../../../src/data/simple_dmatrix.h"
 #include "../../../src/data/adapter.h"
+#include "../../../src/data/simple_dmatrix.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
+#include "../helpers.h"
 
 #ifdef __CUDACC__
 #include <xgboost/json.h>

tests/cpp/common/test_io.cc

@@ -2,12 +2,12 @@
  * Copyright (c) by XGBoost Contributors 2019
  */
 #include <gtest/gtest.h>
-#include <dmlc/filesystem.h>
 
 #include <fstream>
 
-#include "../helpers.h"
 #include "../../../src/common/io.h"
+#include "../helpers.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
 
 namespace xgboost {
 namespace common {

tests/cpp/common/test_json.cc

@@ -2,16 +2,17 @@
  * Copyright (c) by Contributors 2019-2022
  */
 #include <gtest/gtest.h>
-#include <dmlc/filesystem.h>
+
 #include <fstream>
 #include <map>
 
+#include "../../../src/common/charconv.h"
+#include "../../../src/common/io.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
+#include "../helpers.h"
 #include "xgboost/json.h"
-#include "xgboost/logging.h"
 #include "xgboost/json_io.h"
-#include "../helpers.h"
-#include "../../../src/common/io.h"
-#include "../../../src/common/charconv.h"
+#include "xgboost/logging.h"
 
 namespace xgboost {
 

tests/cpp/common/test_version.cc

@@ -1,18 +1,16 @@
 /*!
  * Copyright 2019 XGBoost contributors
  */
-#include <gtest/gtest.h>
-
-#include <dmlc/filesystem.h>
 #include <dmlc/io.h>
-
-#include <xgboost/version_config.h>
-#include <xgboost/json.h>
+#include <gtest/gtest.h>
 #include <xgboost/base.h>
+#include <xgboost/json.h>
+#include <xgboost/version_config.h>
 
 #include <string>
 
 #include "../../../src/common/version.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
 
 namespace xgboost {
 TEST(Version, Basic) {

tests/cpp/data/test_data.cc

@@ -2,13 +2,14 @@
  * Copyright 2019-2022 by XGBoost Contributors
  */
 #include <gtest/gtest.h>
-#include <dmlc/filesystem.h>
+
 #include <fstream>
 #include <memory>
 #include <vector>
 
-#include "xgboost/data.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
 #include "../helpers.h"
+#include "xgboost/data.h"
 
 namespace xgboost {
 TEST(SparsePage, PushCSC) {

tests/cpp/data/test_ellpack_page_raw_format.cu

@@ -2,12 +2,11 @@
  * Copyright 2021 XGBoost contributors
  */
 #include <gtest/gtest.h>
-#include <dmlc/filesystem.h>
 #include <xgboost/data.h>
 
-#include "../../../src/data/sparse_page_source.h"
 #include "../../../src/data/ellpack_page.cuh"
-
+#include "../../../src/data/sparse_page_source.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
 #include "../helpers.h"
 
 namespace xgboost {

tests/cpp/data/test_file_iterator.cc

@@ -2,13 +2,13 @@
  * Copyright 2021 XGBoost contributors
  */
 #include <gtest/gtest.h>
-#include <dmlc/filesystem.h>
 
 #include <memory>
 
+#include "../../../src/data/adapter.h"
 #include "../../../src/data/file_iterator.h"
 #include "../../../src/data/proxy_dmatrix.h"
-#include "../../../src/data/adapter.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
 #include "../helpers.h"
 
 namespace xgboost {

tests/cpp/data/test_metainfo.cc

@@ -2,12 +2,13 @@
 #include "test_metainfo.h"
 
 #include <dmlc/io.h>
-#include <dmlc/filesystem.h>
 #include <xgboost/data.h>
-#include <string>
+
 #include <memory>
-#include "../../../src/common/version.h"
+#include <string>
 
+#include "../../../src/common/version.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
 #include "../helpers.h"
 #include "xgboost/base.h"
 

tests/cpp/data/test_simple_dmatrix.cc

@@ -1,12 +1,13 @@
 // Copyright by Contributors
-#include <dmlc/filesystem.h>
 #include <xgboost/data.h>
 
 #include <array>
-#include "xgboost/base.h"
-#include "../../../src/data/simple_dmatrix.h"
+
 #include "../../../src/data/adapter.h"
+#include "../../../src/data/simple_dmatrix.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
 #include "../helpers.h"
+#include "xgboost/base.h"
 
 using namespace xgboost;  // NOLINT
 

tests/cpp/data/test_simple_dmatrix.cu

@@ -1,5 +1,4 @@
 // Copyright by Contributors
-#include <dmlc/filesystem.h>
 #include <xgboost/data.h>
 #include "../../../src/data/simple_dmatrix.h"
 

tests/cpp/data/test_sparse_page_dmatrix.cc

@@ -1,14 +1,16 @@
 // Copyright by Contributors
-#include <dmlc/filesystem.h>
 #include <gtest/gtest.h>
 #include <xgboost/data.h>
-#include <thread>
+
 #include <future>
+#include <thread>
+
 #include "../../../src/common/io.h"
 #include "../../../src/data/adapter.h"
+#include "../../../src/data/file_iterator.h"
 #include "../../../src/data/simple_dmatrix.h"
 #include "../../../src/data/sparse_page_dmatrix.h"
-#include "../../../src/data/file_iterator.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
 #include "../helpers.h"
 
 using namespace xgboost;  // NOLINT

tests/cpp/data/test_sparse_page_dmatrix.cu

@@ -1,10 +1,10 @@
 // Copyright by Contributors
 
-#include <dmlc/filesystem.h>
-#include "../helpers.h"
 #include "../../../src/common/compressed_iterator.h"
 #include "../../../src/data/ellpack_page.cuh"
 #include "../../../src/data/sparse_page_dmatrix.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
+#include "../helpers.h"
 
 namespace xgboost {
 

tests/cpp/data/test_sparse_page_raw_format.cc

@@ -2,10 +2,10 @@
  * Copyright 2021 XGBoost contributors
  */
 #include <gtest/gtest.h>
-#include <dmlc/filesystem.h>
 #include <xgboost/data.h>
 
 #include "../../../src/data/sparse_page_source.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
 #include "../helpers.h"
 
 namespace xgboost {

tests/cpp/filesystem.h

@@ -0,0 +1,9 @@
+/*!
+ * Copyright (c) 2022 by XGBoost Contributors
+ */
+#pragma once
+
+#ifndef WIN32_LEAN_AND_MEAN
+#define WIN32_LEAN_AND_MEAN
+#endif  // WIN32_LEAN_AND_MEAN
+#include "dmlc/filesystem.h"

tests/cpp/gbm/test_gbtree.cc

@@ -1,13 +1,13 @@
 /*!
  * Copyright 2019-2022 XGBoost contributors
  */
-#include <dmlc/filesystem.h>
 #include <gtest/gtest.h>
 #include <xgboost/generic_parameters.h>
 
 #include "../../../src/data/adapter.h"
 #include "../../../src/data/proxy_dmatrix.h"
 #include "../../../src/gbm/gbtree.h"
+#include "../filesystem.h"  // dmlc::TemporaryDirectory
 #include "../helpers.h"
 #include "xgboost/base.h"
 #include "xgboost/host_device_vector.h"