[CI] Create xgboost-cpu on Windows (dmlc#10653)

doc/install.rst

@@ -89,6 +89,8 @@ You may choose to reduce the size of the installed package and save the disk spa
 The ``xgboost-cpu`` variant will have drastically smaller disk footprint, but does not provide some features, such as the GPU algorithms and
 federated learning.
 
+Currently, ``xgboost-cpu`` package is provided for x86_64 (amd64) Linux and Windows platforms.
+
 Conda
 *****
 

tests/buildkite/build-win64-cpu.ps1

@@ -0,0 +1,51 @@
+## Build Python package xgboost-cpu (minimal install)
+
+$ErrorActionPreference = "Stop"
+
+. tests/buildkite/conftest.ps1
+
+Write-Host "--- Build libxgboost on Windows (minimal)"
+
+mkdir build
+cd build
+cmake .. -G"Visual Studio 17 2022" -A x64
+if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+cmake --build . --config Release -- /m /nodeReuse:false `
+  "/consoleloggerparameters:ShowCommandLine;Verbosity=minimal"
+if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+
+Write-Host "--- Build binary wheel"
+cd ..
+# Patch to rename pkg to xgboost-cpu
+Get-Content tests/buildkite/remove_nccl_dep.patch | patch -p0
+Get-Content tests/buildkite/cpu_only_pypkg.patch | patch -p0
+
+cd python-package
+conda activate
+& pip install --user -v "pip>=23"
+& pip --version
+& pip wheel --no-deps -v . --wheel-dir dist/
+Get-ChildItem . -Filter dist/*.whl |
+Foreach-Object {
+  & python ../tests/ci_build/rename_whl.py `
+    --wheel-path $_.FullName `
+    --commit-hash $Env:BUILDKITE_COMMIT `
+    --platform-tag win_amd64
+  if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+}
+
+Write-Host "--- Upload Python wheel"
+cd ..
+Get-ChildItem . -Filter python-package/dist/*.whl |
+Foreach-Object {
+  & buildkite-agent artifact upload python-package/dist/$_
+  if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+}
+if ( $is_release_branch -eq 1 ) {
+  Get-ChildItem . -Filter python-package/dist/*.whl |
+  Foreach-Object {
+    & aws s3 cp python-package/dist/$_ s3://xgboost-nightly-builds/$Env:BUILDKITE_BRANCH/ `
+      --acl public-read --no-progress
+    if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+  }
+}

tests/buildkite/build-win64-gpu.ps1

@@ -1,3 +1,5 @@
+## Build Python package and gtest with GPU enabled
+
 $ErrorActionPreference = "Stop"
 
 . tests/buildkite/conftest.ps1

tests/buildkite/cpu_only_pypkg.patch

@@ -1,8 +1,8 @@
 diff --git python-package/README.rst python-package/README.rst
-index 1fc0bb5a0..f1c68470b 100644
+index 1fc0bb5a0..4475dbb26 100644
 --- python-package/README.rst
 +++ python-package/README.rst
-@@ -1,20 +1,15 @@
+@@ -1,20 +1,18 @@
 -======================
 -XGBoost Python Package
 -======================
@@ -14,27 +14,28 @@ index 1fc0bb5a0..f1c68470b 100644
 
 -Installation
 -============
-+The ``xgboost-cpu`` package provides for a minimal installation, with no support for the GPU algorithms
-+or federated learning. It is provided to allow XGBoost to be installed in a space-constrained
-+environments.
-
+-
 -From `PyPI <https://pypi.python.org/pypi/xgboost>`_
 ----------------------------------------------------
-+Note. ``xgboost-cpu`` package is only provided for x86_64 (amd64) Linux and Windows platforms.
-+For other platforms, please install ``xgboost`` from https://pypi.org/project/xgboost/.
-
+-
 -For a stable version, install using ``pip``::
 -
 -    pip install xgboost
--
--.. |PyPI version| image:: https://badge.fury.io/py/xgboost.svg
--   :target: http://badge.fury.io/py/xgboost
--
++The ``xgboost-cpu`` package provides for a minimal installation, with no support for the GPU algorithms
++or federated learning. It is provided to allow XGBoost to be installed in a space-constrained
++environments.
+
+ .. |PyPI version| image:: https://badge.fury.io/py/xgboost.svg
+    :target: http://badge.fury.io/py/xgboost
+
 -For building from source, see `build <https://xgboost.readthedocs.io/en/latest/build.html>`_.
++Note. ``xgboost-cpu`` package is only provided for x86_64 (amd64) Linux and Windows platforms.
++For other platforms, please install ``xgboost`` from https://pypi.org/project/xgboost/.
++
 +Note. ``xgboost-cpu`` does not provide an sdist (source distribution). You may install sdist
 +from https://pypi.org/project/xgboost/.
 diff --git python-package/pyproject.toml python-package/pyproject.toml
-index 46c1451c2..c5dc908d9 100644
+index 05bbe998c..50e10bf26 100644
 --- python-package/pyproject.toml
 +++ python-package/pyproject.toml
 @@ -6,7 +6,7 @@ backend-path = ["."]

tests/buildkite/pipeline-win64.yml

@@ -13,6 +13,11 @@ steps:
     key: build-win64-gpu
     agents:
       queue: windows-cpu
+  - label: ":windows: Build XGBoost for Windows (minimal)"
+    command: "tests/buildkite/build-win64-cpu.ps1"
+    key: build-win64-cpu
+    agents:
+      queue: windows-cpu
 
   - wait