Fix loading old model. (#5724)

* Add test.

src/learner.cc

@@ -694,15 +694,23 @@ class LearnerIO : public LearnerConfiguration {
       warn_old_model = false;
     }
 
-    if (mparam_.major_version >= 1) {
-      learner_model_param_ = LearnerModelParam(mparam_,
-                                               obj_->ProbToMargin(mparam_.base_score));
-    } else {
+    if (mparam_.major_version < 1) {
       // Before 1.0.0, base_score is saved as a transformed value, and there's no version
-      // attribute in the saved model.
-      learner_model_param_ = LearnerModelParam(mparam_, mparam_.base_score);
+      // attribute (saved a 0) in the saved model.
+      std::string multi{"multi:"};
+      if (!std::equal(multi.cbegin(), multi.cend(), tparam_.objective.cbegin())) {
+        HostDeviceVector<float> t;
+        t.HostVector().resize(1);
+        t.HostVector().at(0) = mparam_.base_score;
+        this->obj_->PredTransform(&t);
+        auto base_score = t.HostVector().at(0);
+        mparam_.base_score = base_score;
+      }
       warn_old_model = true;
     }
+
+    learner_model_param_ =
+        LearnerModelParam(mparam_, obj_->ProbToMargin(mparam_.base_score));
     if (attributes_.find("objective") != attributes_.cend()) {
       auto obj_str = attributes_.at("objective");
       auto j_obj = Json::Load({obj_str.c_str(), obj_str.size()});

tests/pytest.ini

@@ -1,3 +1,4 @@
 [pytest]
 markers =
-    mgpu: Mark a test that requires multiple GPUs to run.
+    mgpu: Mark a test that requires multiple GPUs to run.
+    ci: Mark a test that runs only on CI.

tests/python/test_model_compatibility.py

@@ -4,6 +4,7 @@
 import json
 import zipfile
 import pytest
+import copy
 
 
 def run_model_param_check(config):
@@ -124,6 +125,9 @@ def test_model_compatibility():
         if name.startswith('xgboost-'):
             booster = xgboost.Booster(model_file=path)
             run_booster_check(booster, name)
+            # Do full serialization.
+            booster = copy.copy(booster)
+            run_booster_check(booster, name)
         elif name.startswith('xgboost_scikit'):
             run_scikit_model_check(name, path)
         else: