I marked this as good first issue. Adding type checks for Python is an incremental process, parameter by parameter and function by function. It would be a good chance to review existing code base and make improvement during the process. I have made some progress on #6519 with the dask module, which is by far the most dynamic module in xgboost. Other modules can use it as a base line.

Contributions are welcomed!

Hi, I was wondering if I could work on this as a first issue. Thanks!

@jjwang01 Please do. ;-) ping me if you need any help

Is it alright if I split this into multiple PRs?

@jjwang01 As many as you need. In fact, it's a good idea to have multiple PRs so we can communicate better around details.

@trivialfis Is there some sort of local build script that I can use to test locally rather than after submitting a commit to PR?

Hi, just wanted to follow up on this comment.

Hi, sorry for missing the message.

1. Install mypy in your python envorinment.
2. cd python-package in xgboost source directory.
3. Run mypy .