[R] Check invalid input for the cv function.

R-package/R/callbacks.R

@@ -613,9 +613,11 @@ xgb.cb.reset.parameters <- function(new_params) {
 #'   `metric_name = 'dtest-auc'` or `metric_name = 'dtest_auc'`.
 #'   All dash '-' characters in metric names are considered equivalent to '_'.
 #' @param verbose Whether to print the early stopping information.
+#'
 #' @param keep_all_iter Whether to keep all of the boosting rounds that were produced
 #'   in the resulting object. If passing `FALSE`, will only keep the boosting rounds
-#'   up to the detected best iteration, discarding the ones that come after.
+#'   up to the detected best iteration, discarding the ones that come after. This
+#'   parameter is not supported by the `xgb.cv` function and the `gblinear` booster yet.
 #' @return An `xgb.Callback` object, which can be passed to [xgb.train()] or [xgb.cv()].
 #' @export
 xgb.cb.early.stop <- function(
@@ -647,6 +649,9 @@ xgb.cb.early.stop <- function(
       if (inherits(model, "xgb.Booster") && !length(evals)) {
         stop("For early stopping, 'evals' must have at least one element")
       }
+      if (!inherits(model, "xgb.Booster") && keep_all_iter) {
+        stop("`keep_all_iter` must be set to FALSE for cv.")
+      }
       env$begin_iteration <- begin_iteration
       return(NULL)
     },

R-package/R/xgb.cv.R

@@ -113,9 +113,13 @@ xgb.cv <- function(params = xgb.params(), data, nrounds, nfold,
   check.deprecation(deprecated_cv_params, match.call(), ...)
 
   stopifnot(inherits(data, "xgb.DMatrix"))
+
   if (inherits(data, "xgb.DMatrix") && .Call(XGCheckNullPtr_R, data)) {
     stop("'data' is an invalid 'xgb.DMatrix' object. Must be constructed again.")
   }
+  if (inherits(data, "xgb.QuantileDMatrix")) {
+    stop("`xgb.QuantileDMatrix` is not yet supported for the cv function.")
+  }
 
   params <- check.booster.params(params)
   # TODO: should we deprecate the redundant 'metrics' parameter?
@@ -171,7 +175,8 @@ xgb.cv <- function(params = xgb.params(), data, nrounds, nfold,
       xgb.cb.early.stop(
         early_stopping_rounds,
         maximize = maximize,
-        verbose = verbose
+        verbose = verbose,
+        keep_all_iter = FALSE
       ),
       as_first_elt = TRUE
     )

R-package/tests/testthat/test_basic.R

@@ -402,6 +402,40 @@ test_that("xgb.cv works", {
   expect_false(is.null(cv$call))
 })
 
+test_that("xgb.cv invalid inputs", {
+  data("mtcars")
+  y <- mtcars$mpg
+  x_df <- mtcars[, -1]
+
+  expect_error(
+    cv <- xgb.cv(
+      data = xgb.QuantileDMatrix(x_df, label = y),
+      nfold = 5,
+      nrounds = 2,
+      params = xgb.params(
+        max_depth = 2,
+        nthread = n_threads
+      )
+    ),
+    regexp = ".*QuantileDMatrix.*"
+  )
+  expect_error(
+    cv <- xgb.cv(
+      data = xgb.DMatrix(x_df, label = y),
+      nfold = 5,
+      nrounds = 2,
+      params = xgb.params(
+        max_depth = 2,
+        nthread = n_threads,
+      ),
+      callbacks = list(
+        xgb.cb.early.stop(stopping_rounds = 3)
+      )
+    ),
+    regexp = ".*keep_all_iter.*"
+  )
+})
+
 test_that("xgb.cv works with stratified folds", {
   dtrain <- xgb.DMatrix(train$data, label = train$label, nthread = n_threads)
   set.seed(314159)