Doc.

python-package/xgboost/dask.py

@@ -1397,6 +1397,9 @@ def inplace_predict( # pylint: disable=unused-argument
  """
  _assert_dask_support()
  client = _xgb_get_client(client)
+ # When used in asynchronous environment, the `client` object should have
+ # `asynchronous` attribute as True. When invoked by the skl interface, it's
+ # responsible for setting up the client.
  return client.sync(
  _inplace_predict_async, global_config=config.get_config(), **locals()
  )
@@ -1540,13 +1543,19 @@ def __getstate__(self) -> Dict:
 
  @property
  def client(self) -> "distributed.Client":
- """The dask client used in this model."""
+ """The dask client used in this model. The `Client` object can not be serialized for
+ transmission, so if task is launched from a worker instead of directly from the
+ client process, this attribute needs to be set at that worker.
+
+ """
+
  client = _xgb_get_client(self._client)
  return client
 
  @client.setter
  def client(self, clt: "distributed.Client") -> None:
- # calling `worker_client' doesn't return the correct state"
+ # calling `worker_client' doesn't return the correct `asynchronous` attribute, so
+ # we have to pass it ourselves.
  self._asynchronous = clt.asynchronous if clt is not None else False
  self._client = clt