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[python-package] Reject numpy masked arrays instead of silently corrupting data - #12636

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trivialfis merged 2 commits into
dmlc:masterfrom
Arthur031221:fix-masked-array-numpy-silent-corruption
Oct 2, 2026
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trivialfis merged 2 commits into
dmlc:masterfrom
Arthur031221:fix-masked-array-numpy-silent-corruption

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Users who pass a numpy.ma.MaskedArray with masked elements as X, label, weight, or base_margin to DMatrix or QuantileDMatrix get a model trained silently on whatever raw fill values sit behind the mask, with no error and no missing-value handling.

_meta_from_numpy (python-package/xgboost/data.py) tries to reject masked arrays with data.__array_interface__.get("mask"), but numpy.ma.MaskedArray.__array_interface__ never contains a "mask" key (it only describes the underlying data buffer), so the check never fires. _from_numpy_array (the main feature matrix for a classic DMatrix) and _proxy_transform (the main feature matrix for QuantileDMatrix, including its DataIter/external-memory path) have no such check at all.

import numpy as np
import xgboost as xgb

data = np.array([[1.0, 2.0], [3.0, 999999.0], [5.0, 6.0], [7.0, 999999.0]])
mask = np.array([[False, False], [False, True], [False, False], [False, True]])
X = np.ma.array(data, mask=mask)

dm = xgb.DMatrix(X)
print(dm.get_data().toarray())
print(dm.num_nonmissing())

qdm = xgb.QuantileDMatrix(X)
print(qdm.get_data().toarray())

On master (f9bdf8f):

[[1.00000e+00 2.00000e+00]
 [3.00000e+00 9.99999e+05]
 [5.00000e+00 6.00000e+00]
 [7.00000e+00 9.99999e+05]]
8
[[2.9999998e+00 5.9999995e+00]
 [3.0000000e+00 9.9999900e+05]
 [5.0000000e+00 6.0000000e+00]
 [7.0000000e+00 9.9999900e+05]]

The masked 999999.0 sentinels are used as real data in both cases; DMatrix.num_nonmissing() reports all 8 entries as present, and QuantileDMatrix even mixes the sentinel into its quantile binning of the neighboring valid value. The same happens for label:

y = np.ma.array([0.0, 1.0, 999999.0, 1.0], mask=[False, False, True, False])
xgb.DMatrix(np.array([[1.0], [2.0], [3.0], [4.0]]), label=y).get_label()
# [0. 1. 999999. 1.]

This fix checks numpy.ma.is_masked(data) in _from_numpy_array, _meta_from_numpy, and _proxy_transform, and raises ValueError("Masked array is not supported.") consistently in all three whenever an array actually has masked elements, matching the error the meta-info path already intended to raise but never did. After the fix, DMatrix(X), DMatrix(X2, label=y), and QuantileDMatrix(X) all raise that ValueError instead of training on masked-out fill values, for both single-batch and DataIter-based (external-memory) construction. A MaskedArray with nothing actually masked (numpy.ma.is_masked returns False) carries no corruption risk and is still accepted like a plain array.

test_dmatrix_numpy_masked_array in tests/python/test_dmatrix.py covers a masked X, a masked label, and an unmasked MaskedArray on DMatrix; test_masked_array in tests/python/test_quantile_dmatrix.py covers a masked X on QuantileDMatrix. With the three is_masked checks reverted, both new tests fail (DID NOT RAISE ValueError); the rest of both files (54 cases total) pass before and after.

…pting data

DMatrix and QuantileDMatrix construction from a numpy.ma.MaskedArray with
masked elements (as X, label, weight, or base_margin) reads the underlying
raw buffer, including whatever fill values sit at masked positions, and
treats it as ordinary valid data. No error and no missing-value handling
occur.

_meta_from_numpy already tries to reject masked arrays by checking
data.__array_interface__.get("mask"), but numpy.ma.MaskedArray never puts a
"mask" key in its __array_interface__ (that interface only describes the
underlying data buffer), so the check never fires. _from_numpy_array, used
for the main feature matrix of a classic DMatrix, and _proxy_transform,
used for the main feature matrix of a QuantileDMatrix (including its
DataIter/external-memory path), have no such check at all.

Use numpy.ma.is_masked() in all three functions to raise
"Masked array is not supported." whenever an array actually has masked
elements, instead of silently ingesting the fill values as real data. A
MaskedArray with nothing masked carries no corruption risk and is still
accepted like a plain array.
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Walkthrough

_ensure_np_dtype now raises ValueError("Masked array is not supported.") for masked NumPy arrays. The metadata path no longer checks the array interface for a mask before submitting metadata. Tests cover masked data and metadata in DMatrix and QuantileDMatrix, and masked input to inplace_predict. They also check that unmasked MaskedArray inputs are accepted.

Suggested reviewers: trivialfis

Priority: ➖ Normal

Merge Risk: ⚪ Minimal · up to 615c7

Masked NumPy arrays that contain masked values now raise a clear error instead of silently using their underlying fill values. Unmasked MaskedArrays continue to work. No merge-blocking risk is evident.

Security Architecture Review

Security architecture risk: 🔵 Low · up to 615c7

The change strengthens validation against silent masked-value corruption. No expanded permissions or security-control bypass was established. Failure handling during iterator-based construction and subsequent iterator reuse remains only partially verified.

Retained concerns
No architecture-level concerns identified.

Security review details

Security Blast Radius

  • inferred — The demonstrated change is confined to caller-supplied arrays entering the existing in-process Python-to-native data boundary. The inspected production diff changes validation rather than caller identity, native-handle authority, or access permissions.

Trust Boundaries and Controls

  • inferred — A non-MaskedArray producer declaring an interface mask may now pass the Python dtype helper, but its mask remains visible to native validation. This changes the enforcement location for those producers without establishing broader effective acceptance of masked metadata.

Resilience and Maintainability Implications

  • observed — Iterator callback exceptions are stored to stop native iteration, then re-raised after clearing temporary Python staging. QuantileDMatrix assigns its resulting handle only after that re-raise and the native status check. These wrappers provide failure containment, but do not establish complete native rollback or reset of proxy state for iterator reuse.
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⚠️ Outside diff range comments (1)

🟡 Minor · Reject masked values before converting list and tuple inputs. · data.py:1252-1268

python-package/xgboost/data.py:1252-1268
🗄️ Data Integrity & Integration | 🟡 Minor | ⚡ Quick win

Reject masked values before converting list and tuple inputs.

The support matrix marks list as supported through NumPy conversion. A list of masked NumPy rows therefore reaches _from_list. np.array(data) removes the mask before _from_numpy_array performs the masked-input check. The underlying value can then enter DMatrix construction.

The metadata and proxy list/tuple paths perform the same conversion before validation. Apply one mask-preserving check before all three conversions.

Suggested fix
+def _check_masked_list(data: Sequence) -> None:
+    if np.ma.is_masked(np.ma.asarray(data)):
+        raise ValueError("Masked array is not supported.")
+
+
 def _from_list(
@@
 ) -> DispatchedDataBackendReturnType:
+    _check_masked_list(data)
     array = np.array(data)
@@
 def _meta_from_list(
     data: Sequence, field: str, dtype: Optional[NumpyDType], handle: ctypes.c_void_p
 ) -> None:
+    _check_masked_list(data)
     data_np = np.array(data)
@@
     if _is_list(data) or _is_tuple(data):
+        _check_masked_list(data)
         data = np.array(data)
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Review comment at @python-package/xgboost/data.py around lines 1252 - 1268:
Add a shared mask-preserving validation helper and call it before converting
list or tuple inputs in _from_list, the metadata list conversion path, and the
proxy list/tuple conversion path. Reject masked values before np.array can
discard their mask.

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Outside diff comments:
Review comments at @python-package/xgboost/data.py:
- Around line 1252-1268: Add a shared mask-preserving validation helper and call
it before converting list or tuple inputs in _from_list, the metadata list
conversion path, and the proxy list/tuple conversion path. Reject masked values
before np.array can discard their mask.

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maybe the check could be done inside the _ensure_np_dtype?

Move masked-array rejection into _ensure_np_dtype and remove the repeated
checks from the data adapters. Cover dtype conversion, metadata, unmasked
inputs, and inplace prediction.
@Arthur031221

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Moved the check into _ensure_np_dtype and removed the three adapter checks. The regression tests cover masked features and metadata in DMatrix and QuantileDMatrix with float32, float16, bool, and non-native byte order, plus unmasked controls. I also added an inplace prediction test: it fails on the previous PR commit and passes with the shared check. The focused suite passed with 93 passed and 1 skipped.

@trivialfis
trivialfis merged commit aba7b3f into dmlc:master Oct 2, 2026
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