[backport] Fix feature types param (#8772) (#8801)

Signed-off-by: Weichen Xu <[email protected]>
Co-authored-by: WeichenXu <[email protected]>

python-package/xgboost/spark/core.py

@@ -140,6 +140,13 @@
 }
 
 
+# TODO: supply hint message for all other unsupported params.
+_unsupported_params_hint_message = {
+    "enable_categorical": "`xgboost.spark` estimators do not have 'enable_categorical' param, "
+    "but you can set `feature_types` param and mark categorical features with 'c' string."
+}
+
+
 class _SparkXGBParams(
     HasFeaturesCol,
     HasLabelCol,
@@ -523,7 +530,10 @@ def setParams(self, **kwargs):  # pylint: disable=invalid-name
                     or k in _unsupported_predict_params
                     or k in _unsupported_train_params
                 ):
-                    raise ValueError(f"Unsupported param '{k}'.")
+                    err_msg = _unsupported_params_hint_message.get(
+                        k, f"Unsupported param '{k}'."
+                    )
+                    raise ValueError(err_msg)
                 _extra_params[k] = v
         _existing_extra_params = self.getOrDefault(self.arbitrary_params_dict)
         self._set(arbitrary_params_dict={**_existing_extra_params, **_extra_params})
@@ -749,6 +759,8 @@ def _fit(self, dataset):
             "feature_weights": self.getOrDefault(self.feature_weights),
             "missing": float(self.getOrDefault(self.missing)),
         }
+        if dmatrix_kwargs["feature_types"] is not None:
+            dmatrix_kwargs["enable_categorical"] = True
         booster_params["nthread"] = cpu_per_task
         use_gpu = self.getOrDefault(self.use_gpu)