Add test for xgboost modelbuiler (#1359)

* Add test

* Add test and remove example for xgboost early stop

* Change xgboost modelbuilder interface

* Change objective in test

* Move xgboost import inside the test to avoid failures

* Fix typo

* Formatting

tests/test_xgboost_mb.py

@@ -0,0 +1,101 @@
+# ===============================================================================
+# Copyright 2023 Intel Corporation
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ===============================================================================
+
+import importlib.util
+import unittest
+
+import numpy as np
+from sklearn.datasets import make_classification
+from sklearn.model_selection import train_test_split
+
+import daal4py as d4p
+from daal4py import _get__daal_link_version__ as dv
+from daal4py.sklearn._utils import daal_check_version
+
+# First item is major version - 2021,
+# second is minor+patch - 0110,
+# third item is status - B
+daal_version = (int(dv()[0:4]), dv()[10:11], int(dv()[4:8]))
+reason = str(((2021, "P", 1))) + " not supported in this library version "
+reason += str(daal_version)
+
+
+class XgboostModelBuilder(unittest.TestCase):
+    @unittest.skipUnless(
+        all(
+            [
+                hasattr(d4p, "get_gbt_model_from_xgboost"),
+                hasattr(d4p, "gbt_classification_prediction"),
+                daal_check_version(((2021, "P", 1))),
+            ]
+        ),
+        reason,
+    )
+    @unittest.skipUnless(
+        importlib.util.find_spec("xgboost") is not None,
+        "xgboost library is not installed",
+    )
+    def test_earlystop(self):
+        import xgboost as xgb
+
+        num_classes = 3
+        X, y = make_classification(
+            n_samples=1000,
+            n_features=10,
+            n_informative=3,
+            n_classes=num_classes,
+            random_state=42,
+        )
+        X_train, X_test, y_train, y_test = train_test_split(
+            X, y, test_size=0.3, random_state=42
+        )
+
+        # training parameters setting
+        params = {
+            "n_estimators": 100,
+            "max_bin": 256,
+            "scale_pos_weight": 2,
+            "lambda_l2": 1,
+            "alpha": 0.9,
+            "max_depth": 8,
+            "num_leaves": 2**8,
+            "verbosity": 0,
+            "objective": "multi:softproba",
+            "learning_rate": 0.3,
+            "num_class": num_classes,
+            "early_stopping_rounds": 5,
+        }
+
+        xgb_clf = xgb.XGBClassifier(**params)
+        xgb_clf.fit(X_train, y_train, eval_set=[(X_test, y_test)])
+        booster = xgb_clf.get_booster()
+
+        xgb_prediction = xgb_clf.predict(X_test)
+        xgb_proba = xgb_clf.predict_proba(X_test)
+        xgb_errors_count = np.count_nonzero(xgb_prediction - np.ravel(y_test))
+
+        daal_model = d4p.mb.convert_model(booster)
+
+        daal_prediction = daal_model.predict(X_test)
+        daal_proba = daal_model.predict_proba(X_test)
+        daal_errors_count = np.count_nonzero(daal_prediction - np.ravel(y_test))
+
+        self.assertTrue(np.absolute(xgb_errors_count - daal_errors_count) == 0)
+        self.assertTrue(np.allclose(xgb_proba, daal_proba))
+
+
+if __name__ == "__main__":
+    unittest.main()