Update R handles in-place

[david-cortes]

Addressing issue #6896

When de-serializing an object in R from raw bytes, the R handles become null as there is no C++ object to which to point to in-memory. In these situations, the C++ objects are recreated from raw bytes as needed, but the R handle objects are not modified in-place, which can lead to de-serializing multiple times.

This PR changes it so that R external pointer objects would be modified in-place in order to avoid redundant operations and memory usage. After the PR:

library(xgboost)
data(mtcars)
xgb_data <- xgb.DMatrix(as.matrix(mtcars[,-1]), label=mtcars[,1,drop=TRUE])
model <- xgb.train(list(objective="reg:squarederror"), xgb_data, nrounds=10)
saveRDS(model, file.path(tempdir(), "model.rds"))
model_new <- readRDS(file.path(tempdir(), "model.rds"))

print(model_new$handle)

<pointer: (nil)>
attr(,"class")
[1] "xgb.Booster.handle"

pred <- predict(model_new, xgb_data)
print(model_new$handle)

<pointer: 0x55609a7541f0>
attr(,"class")
[1] "xgb.Booster.handle"

[david-cortes]

All R tests now passing. The C++ failing test is probably not related to this PR.

[trivialfis]

Thanks, I will look into it. Please ignore the osx test. The Apple clang is not happy with the new libomp.

[hcho3]

@david-cortes Aside: we've issued a guidance saying that users should avoid using saveRDS() / readRDS() for long-term archival of models. See https://www.rdocumentation.org/packages/xgboost/versions/1.4.1.1/topics/a-compatibility-note-for-saveRDS-save. saveRDS() should be used only to save models for the short term. Are you aware of this guidance?

[david-cortes]

I'm aware that saveRDS is not recommended, but that doesn't mean it's not useful. For example, when one restarts an R session keeping the variables/objects, these will be auto-saved through save/load. Or perhaps an xgboost model might be stored inside another object (e.g. from some ML wrapper framework), for which only save and saveRDS are usable.

[hcho3]

@david-cortes Got it. Just keep in mind that you will need to migrate existing RDS files using xgb.save / xgb.load when upgrading XGBoost to a later version.

[hcho3]

Thank you! I got to learn about how objects work in R.