Test ellpack categorical feature with missing values. (#10906)

tests/cpp/data/test_ellpack_page.cu

@@ -5,10 +5,10 @@
 
 #include <utility>
 
-#include "../../../src/common/categorical.h"
+#include "../../../src/common/categorical.h"          // for AsCat
+#include "../../../src/common/compressed_iterator.h"  // for CompressedByteT
 #include "../../../src/common/hist_util.h"
-#include "../../../src/common/ref_resource_view.cuh"  // for MakeCudaGrowOnly
-#include "../../../src/data/device_adapter.cuh"       // for CupyAdapter
+#include "../../../src/data/device_adapter.cuh"  // for CupyAdapter
 #include "../../../src/data/ellpack_page.cuh"
 #include "../../../src/data/ellpack_page.h"
 #include "../../../src/data/gradient_index.h"  // for GHistIndexMatrix
@@ -98,7 +98,7 @@ TEST(EllpackPage, FromCategoricalBasic) {
   auto& h_ft = m->Info().feature_types.HostVector();
   h_ft.resize(kCols, FeatureType::kCategorical);
 
-  Context ctx{MakeCUDACtx(0)};
+  auto ctx = MakeCUDACtx(0);
   auto p = BatchParam{max_bins, tree::TrainParam::DftSparseThreshold()};
   auto ellpack = EllpackPage(&ctx, m.get(), p);
   auto accessor = ellpack.Impl()->GetDeviceAccessor(&ctx);
@@ -128,6 +128,37 @@ TEST(EllpackPage, FromCategoricalBasic) {
   }
 }
 
+TEST(EllpackPage, FromCategoricalMissing) {
+  auto ctx = MakeCUDACtx(0);
+
+  std::shared_ptr<common::HistogramCuts> cuts;
+  auto nan = std::numeric_limits<float>::quiet_NaN();
+  // 2 rows and 3 columns. The second column is nan, row_stride is 2.
+  std::vector<float> data{{0.1, nan, 1, 0.2, nan, 0}};
+  auto p_fmat = GetDMatrixFromData(data, 2, 3);
+  p_fmat->Info().feature_types.HostVector() = {FeatureType::kNumerical, FeatureType::kNumerical,
+                                               FeatureType::kCategorical};
+  p_fmat->Info().feature_types.SetDevice(ctx.Device());
+
+  auto p = BatchParam{256, tree::TrainParam::DftSparseThreshold()};
+  for (auto const& page : p_fmat->GetBatches<GHistIndexMatrix>(&ctx, p)) {
+    cuts = std::make_shared<common::HistogramCuts>(page.Cuts());
+  }
+  cuts->SetDevice(ctx.Device());
+  for (auto const& page : p_fmat->GetBatches<EllpackPage>(&ctx, p)) {
+    std::vector<common::CompressedByteT> h_buffer;
+    auto h_acc = page.Impl()->GetHostAccessor(&ctx, &h_buffer,
+                                              p_fmat->Info().feature_types.ConstDeviceSpan());
+    ASSERT_EQ(h_acc.n_rows, 2);
+    ASSERT_EQ(cuts->NumFeatures(), 3);
+    ASSERT_EQ(h_acc.row_stride, 2);
+    ASSERT_EQ(h_acc.gidx_iter[0], 0);
+    ASSERT_EQ(h_acc.gidx_iter[1], 4);  // cat 1
+    ASSERT_EQ(h_acc.gidx_iter[2], 1);
+    ASSERT_EQ(h_acc.gidx_iter[3], 3);  // cat 0
+  }
+}
+
 struct ReadRowFunction {
   EllpackDeviceAccessor matrix;
   int row;