Add catboost integration tests

[Matt711]

Description

Apart of #17490. This PR adds back the catboost integration tests, which were originally added in #17267 but were later removed due to ABI incompatability between the version of numpy catboost is compiled against and the version of numpy installed in the test environment. This PR adds the tests back but pins a compatible numpy version in the catboost tests.

Checklist

• I am familiar with the Contributing Guidelines.
• New or existing tests cover these changes.
• The documentation is up to date with these changes.

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[Matt711]

/ok to test

[Matt711]

/ok to test

[Matt711]

/ok to test

[Matt711]

See this paragraph from the numpy 2 release

Breaking changes to the NumPy ABI. As a result, binaries of packages
that use the NumPy C API and were built against a NumPy 1.xx release
will not work with NumPy 2.0. On import, such packages will see an
ImportError with a message about binary incompatibility.

[Matt711]

/ok to test

[Matt711]

For the reviewer: These were just for testing. I'll remove before I merge.

[Matt711]

/ok to test

[Matt711]

CI passes: https://github.com/rapidsai/cudf/actions/runs/13192187930/job/36827890440#step:10:1

[jameslamb]

Giving you a ci-codeowners / packaging-codeowners approval because the description says that this is just bringing back tests that already used to exist, and that's a net gain for test coverage here.

But please do see my suggestions about more thoroughly testing the CatBoost integration.

[jameslamb]

make_classification() returns a dataset that has only continuous features.

from sklearn.datasets import make_classification

X, y = make_classification(
    n_samples=100, n_features=10, n_classes=2, random_state=42
)
X

array([[-1.14052601,  1.35970566,  0.86199147,  0.84609208,  0.60600995,
        -1.55662917,  1.75479418,  1.69645637, -1.28042935, -2.08192941],
...

For catboost in particular, I strongly suspect you'll get better effective test coverage of this integration by including some categorical features.

Encoding and decoding categorical features is critical to how CatBoost works (docs), and there are lots of things that have to go exactly right when providing pandas-like categorical input. Basically, everything here: https://pandas.pydata.org/docs/user_guide/categorical.html

I really think you should provide an input dataset that has some categorical features, ideally in 2 forms:

• integer-type columns
• pandas.categorical type columns

And ideally with varying cardinality.

You could consider adapting this code used in xgboost's tests: https://github.com/dmlc/xgboost/blob/105aa4247abb3ce787be2cef2f9beb4c24b30049/demo/guide-python/categorical.py#L29

And here are some docs on how to tell CatBoost which features are categorical: https://catboost.ai/docs/en/concepts/python-usages-examples#class-with-array-like-data-with-numerical,-categorical-and-embedding-features

[jameslamb]

Suggested change

	n_samples=100, n_features=10, n_classes=2, random_state=42
	n_samples=1_000, n_features=10, n_classes=2, random_state=42

You may want to use slightly more data, here an in regression_data(). There are some types of encoding and data access bugs that will only show up in certain codepaths in CatBoost that are exercised when there are enough splits per tree.

I've seen this before in LightGBM and XGBoost... someone will write a test that fits on a very small dataset and it'll look like nothing went wrong, only to later find that actually the dataset was so small that the model was just a collection of decision stumps (no splits), and so the test could never catch issues like "this encoding doesn't preserve NAs" or "these outputs are different because of numerical precision issues".

[Matt711]

Giving you a ci-codeowners / packaging-codeowners approval because the description says that this is just bringing back tests that already used to exist, and that's a net gain for test coverage here.

But please do see my suggestions about more thoroughly testing the CatBoost integration.

Thanks for the suggestions on improving these tests @jameslamb! This library is new to me to me so I appreciate the time you took to investigate some of the APIs. I think what's in this PR is a good starting point, but I agree with your suggestions so I'll include them in a follow-up PR. I think I'll also ask others offline who are more familiar with Catboost/XGBoost for their suggestions.

[Matt711]

/merge