Add missing for DMatrix when creating it from Iterator

include/xgboost/c_api.h

@@ -402,13 +402,15 @@ XGB_EXTERN_C typedef int XGBCallbackDataIterNext(  // NOLINT(*)
  * \param data_handle The handle to the data.
  * \param callback The callback to get the data.
  * \param cache_info Additional information about cache file, can be null.
+ * \param missing Which value to represent missing value.
  * \param out The created DMatrix
  * \return 0 when success, -1 when failure happens.
  */
 XGB_DLL int XGDMatrixCreateFromDataIter(
     DataIterHandle data_handle,
     XGBCallbackDataIterNext* callback,
     const char* cache_info,
+    float missing,
     DMatrixHandle *out);
 
 /**

jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/DMatrix.java

@@ -44,14 +44,29 @@ public static enum SparseType {
    * @throws XGBoostError
    */
   public DMatrix(Iterator<LabeledPoint> iter, String cacheInfo) throws XGBoostError {
+    this(iter, cacheInfo, Float.NaN);
+  }
+
+  /**
+   * Create DMatrix from iterator.
+   *
+   * @param iter The data iterator of mini batch to provide the data.
+   * @param cacheInfo Cache path information, used for external memory setting, can be null.
+   * @param missing the missing value
+   * @throws XGBoostError
+   */
+  public DMatrix(Iterator<LabeledPoint> iter,
+                 String cacheInfo,
+                 float missing) throws XGBoostError {
     if (iter == null) {
       throw new NullPointerException("iter: null");
     }
     // 32k as batch size
     int batchSize = 32 << 10;
     Iterator<DataBatch> batchIter = new DataBatch.BatchIterator(iter, batchSize);
     long[] out = new long[1];
-    XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixCreateFromDataIter(batchIter, cacheInfo, out));
+    XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixCreateFromDataIter(batchIter,
+                                                                cacheInfo, missing, out));
     handle = out[0];
   }
 

jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/XGBoostJNI.java

@@ -54,7 +54,7 @@ static void checkCall(int ret) throws XGBoostError {
   public final static native int XGDMatrixCreateFromFile(String fname, int silent, long[] out);
 
   final static native int XGDMatrixCreateFromDataIter(java.util.Iterator<DataBatch> iter,
-      String cache_info, long[] out);
+      String cache_info, float missing, long[] out);
 
   public final static native int XGDMatrixCreateFromCSR(long[] indptr, int[] indices,
                                                         float[] data, int shapeParam,

jvm-packages/xgboost4j/src/native/xgboost4j.cpp

@@ -214,16 +214,18 @@ JNIEXPORT jstring JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBGetLastError
  * Signature: (Ljava/util/Iterator;Ljava/lang/String;[J)I
  */
 JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixCreateFromDataIter
-  (JNIEnv *jenv, jclass jcls, jobject jiter, jstring jcache_info, jlongArray jout) {
+  (JNIEnv *jenv, jclass jcls, jobject jiter, jstring jcache_info, jfloat jmissing, jlongArray jout) {
   DMatrixHandle result;
   std::unique_ptr<char const, Deleter<char const>> cache_info;
   if (jcache_info != nullptr) {
     cache_info = {jenv->GetStringUTFChars(jcache_info, nullptr), [&](char const *ptr) {
                     jenv->ReleaseStringUTFChars(jcache_info, ptr);
                   }};
   }
+  auto missing = static_cast<float>(jmissing);
   int ret =
-      XGDMatrixCreateFromDataIter(jiter, XGBoost4jCallbackDataIterNext, cache_info.get(), &result);
+      XGDMatrixCreateFromDataIter(jiter, XGBoost4jCallbackDataIterNext, cache_info.get(),
+                                  missing,&result);
   JVM_CHECK_CALL(ret);
   setHandle(jenv, jout, result);
   return ret;

jvm-packages/xgboost4j/src/test/java/ml/dmlc/xgboost4j/java/DMatrixTest.java

@@ -15,15 +15,18 @@
  */
 package ml.dmlc.xgboost4j.java;
 
-import java.io.*;
+import java.io.File;
+import java.io.FileOutputStream;
+import java.io.IOException;
+import java.io.InputStream;
 import java.util.Arrays;
 import java.util.HashMap;
 import java.util.Map;
 import java.util.Random;
 
 import junit.framework.TestCase;
-import ml.dmlc.xgboost4j.java.util.BigDenseMatrix;
 import ml.dmlc.xgboost4j.LabeledPoint;
+import ml.dmlc.xgboost4j.java.util.BigDenseMatrix;
 import org.junit.Test;
 
 import static org.junit.Assert.assertArrayEquals;
@@ -36,6 +39,18 @@
  */
 public class DMatrixTest {
 
+  @Test
+  public void testCreateFromDataIteratorWithMissingValue() throws XGBoostError {
+    //create DMatrix from DataIterator
+    java.util.List<LabeledPoint> blist = new java.util.LinkedList<LabeledPoint>();
+    blist.add(new LabeledPoint(0.1f, 4, null, new float[]{1, 3, 4, 5}));
+    blist.add(new LabeledPoint(0.1f, 4, null, new float[]{11, 13, 14, 15}));
+    blist.add(new LabeledPoint(0.1f, 4, null, new float[]{21, 23, 24, 25}));
+    DMatrix dmat = new DMatrix(blist.iterator(), null, 15);
+
+    assert dmat.nonMissingNum() == 11;
+  }
+
   @Test
   public void testCreateFromDataIterator() throws XGBoostError {
     //create DMatrix from DataIterator
@@ -45,7 +60,7 @@ public void testCreateFromDataIterator() throws XGBoostError {
     java.util.List<LabeledPoint> blist = new java.util.LinkedList<LabeledPoint>();
     for (int i = 0; i < nrep; ++i) {
       LabeledPoint p = new LabeledPoint(
-              0.1f + i, 4, new int[]{0, 2, 3}, new float[]{3, 4, 5});
+        0.1f + i, 4, new int[]{0, 2, 3}, new float[]{3, 4, 5});
       blist.add(p);
       labelall.add(p.label());
     }
@@ -290,7 +305,7 @@ public void testCreateFromDenseMatrixRef() throws XGBoostError {
     } finally {
       if (dmat0 != null) {
         dmat0.dispose();
-      } else if (data0 != null){
+      } else if (data0 != null) {
         data0.dispose();
       }
     }
@@ -309,9 +324,9 @@ public void testTrainWithDenseMatrixRef() throws XGBoostError {
       // (3,1) -> 2
       // (2,3) -> 3
       float[][] data = new float[][]{
-              new float[]{4f, 5f},
-              new float[]{3f, 1f},
-              new float[]{2f, 3f}
+        new float[]{4f, 5f},
+        new float[]{3f, 1f},
+        new float[]{2f, 3f}
       };
       data0 = new BigDenseMatrix(3, 2);
       for (int i = 0; i < data0.nrow; i++)

src/c_api/c_api.cc

@@ -253,7 +253,9 @@ XGB_DLL int XGDMatrixCreateFromURI(const char *config, DMatrixHandle *out) {
 XGB_DLL int XGDMatrixCreateFromDataIter(
     void *data_handle,                  // a Java iterator
     XGBCallbackDataIterNext *callback,  // C++ callback defined in xgboost4j.cpp
-    const char *cache_info, DMatrixHandle *out) {
+    const char *cache_info,
+    float missing,
+    DMatrixHandle *out) {
   API_BEGIN();
 
   std::string scache;
@@ -264,10 +266,7 @@ XGB_DLL int XGDMatrixCreateFromDataIter(
       data_handle, callback);
   xgboost_CHECK_C_ARG_PTR(out);
   *out = new std::shared_ptr<DMatrix> {
-    DMatrix::Create(
-        &adapter, std::numeric_limits<float>::quiet_NaN(),
-        1, scache
-    )
+    DMatrix::Create(&adapter, missing,1, scache)
   };
   API_END();
 }