diff --git a/.readthedocs.yaml b/.readthedocs.yaml
index 80c2b8404382..fb7c8dbe69e7 100644
--- a/.readthedocs.yaml
+++ b/.readthedocs.yaml
@@ -32,4 +32,3 @@ formats:
 python:
   install:
    - requirements: doc/requirements.txt
-  system_packages: true
diff --git a/include/xgboost/collective/result.h b/include/xgboost/collective/result.h
new file mode 100644
index 000000000000..209362505fc5
--- /dev/null
+++ b/include/xgboost/collective/result.h
@@ -0,0 +1,160 @@
+/**
+ *  Copyright 2023, XGBoost Contributors
+ */
+#pragma once
+
+#include <memory>   // for unique_ptr
+#include <sstream>  // for stringstream
+#include <stack>    // for stack
+#include <string>   // for string
+#include <utility>  // for move
+
+namespace xgboost::collective {
+namespace detail {
+struct ResultImpl {
+  std::string message;
+  std::error_code errc{};  // optional for system error.
+
+  std::unique_ptr<ResultImpl> prev{nullptr};
+
+  ResultImpl() = delete;  // must initialize.
+  ResultImpl(ResultImpl const& that) = delete;
+  ResultImpl(ResultImpl&& that) = default;
+  ResultImpl& operator=(ResultImpl const& that) = delete;
+  ResultImpl& operator=(ResultImpl&& that) = default;
+
+  explicit ResultImpl(std::string msg) : message{std::move(msg)} {}
+  explicit ResultImpl(std::string msg, std::error_code errc)
+      : message{std::move(msg)}, errc{std::move(errc)} {}
+  explicit ResultImpl(std::string msg, std::unique_ptr<ResultImpl> prev)
+      : message{std::move(msg)}, prev{std::move(prev)} {}
+  explicit ResultImpl(std::string msg, std::error_code errc, std::unique_ptr<ResultImpl> prev)
+      : message{std::move(msg)}, errc{std::move(errc)}, prev{std::move(prev)} {}
+
+  [[nodiscard]] bool operator==(ResultImpl const& that) const noexcept(true) {
+    if ((prev && !that.prev) || (!prev && that.prev)) {
+      // one of them doesn't have prev
+      return false;
+    }
+
+    auto cur_eq = message == that.message && errc == that.errc;
+    if (prev && that.prev) {
+      // recursive comparison
+      auto prev_eq = *prev == *that.prev;
+      return cur_eq && prev_eq;
+    }
+    return cur_eq;
+  }
+
+  [[nodiscard]] std::string Report() {
+    std::stringstream ss;
+    ss << "\n- " << this->message;
+    if (this->errc != std::error_code{}) {
+      ss << " system error:" << this->errc.message();
+    }
+
+    auto ptr = prev.get();
+    while (ptr) {
+      ss << "\n- ";
+      ss << ptr->message;
+
+      if (ptr->errc != std::error_code{}) {
+        ss << " " << ptr->errc.message();
+      }
+      ptr = ptr->prev.get();
+    }
+
+    return ss.str();
+  }
+  [[nodiscard]] auto Code() const {
+    // Find the root error.
+    std::stack<ResultImpl const*> stack;
+    auto ptr = this;
+    while (ptr) {
+      stack.push(ptr);
+      if (ptr->prev) {
+        ptr = ptr->prev.get();
+      } else {
+        break;
+      }
+    }
+    while (!stack.empty()) {
+      auto frame = stack.top();
+      stack.pop();
+      if (frame->errc != std::error_code{}) {
+        return frame->errc;
+      }
+    }
+    return std::error_code{};
+  }
+};
+}  // namespace detail
+
+/**
+ * @brief An error type that's easier to handle than throwing dmlc exception. We can
+ *        record and propagate the system error code.
+ */
+struct Result {
+ private:
+  std::unique_ptr<detail::ResultImpl> impl_{nullptr};
+
+ public:
+  Result() noexcept(true) = default;
+  explicit Result(std::string msg) : impl_{std::make_unique<detail::ResultImpl>(std::move(msg))} {}
+  explicit Result(std::string msg, std::error_code errc)
+      : impl_{std::make_unique<detail::ResultImpl>(std::move(msg), std::move(errc))} {}
+  Result(std::string msg, Result&& prev)
+      : impl_{std::make_unique<detail::ResultImpl>(std::move(msg), std::move(prev.impl_))} {}
+  Result(std::string msg, std::error_code errc, Result&& prev)
+      : impl_{std::make_unique<detail::ResultImpl>(std::move(msg), std::move(errc),
+                                                   std::move(prev.impl_))} {}
+
+  Result(Result const& that) = delete;
+  Result& operator=(Result const& that) = delete;
+  Result(Result&& that) = default;
+  Result& operator=(Result&& that) = default;
+
+  [[nodiscard]] bool OK() const noexcept(true) { return !impl_; }
+  [[nodiscard]] std::string Report() const { return OK() ? "" : impl_->Report(); }
+  /**
+   * @brief Return the root system error. This might return success if there's no system error.
+   */
+  [[nodiscard]] auto Code() const { return OK() ? std::error_code{} : impl_->Code(); }
+  [[nodiscard]] bool operator==(Result const& that) const noexcept(true) {
+    if (OK() && that.OK()) {
+      return true;
+    }
+    if ((OK() && !that.OK()) || (!OK() && that.OK())) {
+      return false;
+    }
+    return *impl_ == *that.impl_;
+  }
+};
+
+/**
+ * @brief Return success.
+ */
+[[nodiscard]] inline auto Success() noexcept(true) { return Result{}; }
+/**
+ * @brief Return failure.
+ */
+[[nodiscard]] inline auto Fail(std::string msg) { return Result{std::move(msg)}; }
+/**
+ * @brief Return failure with `errno`.
+ */
+[[nodiscard]] inline auto Fail(std::string msg, std::error_code errc) {
+  return Result{std::move(msg), std::move(errc)};
+}
+/**
+ * @brief Return failure with a previous error.
+ */
+[[nodiscard]] inline auto Fail(std::string msg, Result&& prev) {
+  return Result{std::move(msg), std::forward<Result>(prev)};
+}
+/**
+ * @brief Return failure with a previous error and a new `errno`.
+ */
+[[nodiscard]] inline auto Fail(std::string msg, std::error_code errc, Result&& prev) {
+  return Result{std::move(msg), std::move(errc), std::forward<Result>(prev)};
+}
+}  // namespace xgboost::collective
diff --git a/include/xgboost/collective/socket.h b/include/xgboost/collective/socket.h
index b5fa7cd70e30..5bff2204eb9a 100644
--- a/include/xgboost/collective/socket.h
+++ b/include/xgboost/collective/socket.h
@@ -56,9 +56,10 @@ using ssize_t = int;
 
 #endif                            // defined(_WIN32)
 
-#include "xgboost/base.h"         // XGBOOST_EXPECT
-#include "xgboost/logging.h"      // LOG
-#include "xgboost/string_view.h"  // StringView
+#include "xgboost/base.h"               // XGBOOST_EXPECT
+#include "xgboost/collective/result.h"  // for Result
+#include "xgboost/logging.h"            // LOG
+#include "xgboost/string_view.h"        // StringView
 
 #if !defined(HOST_NAME_MAX)
 #define HOST_NAME_MAX 256  // macos
@@ -81,6 +82,10 @@ inline std::int32_t LastError() {
 #endif
 }
 
+[[nodiscard]] inline collective::Result FailWithCode(std::string msg) {
+  return collective::Fail(std::move(msg), std::error_code{LastError(), std::system_category()});
+}
+
 #if defined(__GLIBC__)
 inline auto ThrowAtError(StringView fn_name, std::int32_t errsv = LastError(),
                          std::int32_t line = __builtin_LINE(),
@@ -120,15 +125,19 @@ inline std::int32_t CloseSocket(SocketT fd) {
 #endif
 }
 
-inline bool LastErrorWouldBlock() {
-  int errsv = LastError();
+inline bool ErrorWouldBlock(std::int32_t errsv) noexcept(true) {
 #ifdef _WIN32
   return errsv == WSAEWOULDBLOCK;
 #else
-  return errsv == EAGAIN || errsv == EWOULDBLOCK;
+  return errsv == EAGAIN || errsv == EWOULDBLOCK || errsv == EINPROGRESS;
 #endif  // _WIN32
 }
 
+inline bool LastErrorWouldBlock() {
+  int errsv = LastError();
+  return ErrorWouldBlock(errsv);
+}
+
 inline void SocketStartup() {
 #if defined(_WIN32)
   WSADATA wsa_data;
@@ -315,23 +324,35 @@ class TCPSocket {
   bool IsClosed() const { return handle_ == InvalidSocket(); }
 
   /** \brief get last error code if any */
-  std::int32_t GetSockError() const {
-    std::int32_t error = 0;
-    socklen_t len = sizeof(error);
-    xgboost_CHECK_SYS_CALL(
-        getsockopt(handle_, SOL_SOCKET, SO_ERROR, reinterpret_cast<char *>(&error), &len), 0);
-    return error;
+  Result GetSockError() const {
+    std::int32_t optval = 0;
+    socklen_t len = sizeof(optval);
+    auto ret = getsockopt(handle_, SOL_SOCKET, SO_ERROR, reinterpret_cast<char *>(&optval), &len);
+    if (ret != 0) {
+      auto errc = std::error_code{system::LastError(), std::system_category()};
+      return Fail("Failed to retrieve socket error.", std::move(errc));
+    }
+    if (optval != 0) {
+      auto errc = std::error_code{optval, std::system_category()};
+      return Fail("Socket error.", std::move(errc));
+    }
+    return Success();
   }
+
   /** \brief check if anything bad happens */
   bool BadSocket() const {
-    if (IsClosed()) return true;
-    std::int32_t err = GetSockError();
-    if (err == EBADF || err == EINTR) return true;
+    if (IsClosed()) {
+      return true;
+    }
+    auto err = GetSockError();
+    if (err.Code() == std::error_code{EBADF, std::system_category()} ||  // NOLINT
+        err.Code() == std::error_code{EINTR, std::system_category()}) {  // NOLINT
+      return true;
+    }
     return false;
   }
 
-  void SetNonBlock() {
-    bool non_block{true};
+  void SetNonBlock(bool non_block) {
 #if defined(_WIN32)
     u_long mode = non_block ? 1 : 0;
     xgboost_CHECK_SYS_CALL(ioctlsocket(handle_, FIONBIO, &mode), NO_ERROR);
@@ -530,10 +551,20 @@ class TCPSocket {
 };
 
 /**
- * \brief Connect to remote address, returns the error code if failed (no exception is
- *        raised so that we can retry).
+ * @brief Connect to remote address, returns the error code if failed.
+ *
+ * @param host   Host IP address.
+ * @param port   Connection port.
+ * @param retry  Number of retries to attempt.
+ * @param timeout  Timeout of each connection attempt.
+ * @param out_conn Output socket if the connection is successful. Value is invalid and undefined if
+ *                 the connection failed.
+ *
+ * @return Connection status.
  */
-std::error_code Connect(SockAddress const &addr, TCPSocket *out);
+[[nodiscard]] Result Connect(xgboost::StringView host, std::int32_t port, std::int32_t retry,
+                             std::chrono::seconds timeout,
+                             xgboost::collective::TCPSocket *out_conn);
 
 /**
  * \brief Get the local host name.
diff --git a/python-package/xgboost/testing/__init__.py b/python-package/xgboost/testing/__init__.py
index 41fd6405ab24..2e0933a43697 100644
--- a/python-package/xgboost/testing/__init__.py
+++ b/python-package/xgboost/testing/__init__.py
@@ -94,6 +94,10 @@ def no_ipv6() -> PytestSkip:
     return {"condition": not has_ipv6(), "reason": "IPv6 is required to be enabled."}
 
 
+def not_linux() -> PytestSkip:
+    return {"condition": system() != "Linux", "reason": "Linux is required."}
+
+
 def no_ubjson() -> PytestSkip:
     return no_mod("ubjson")
 
diff --git a/rabit/include/rabit/internal/socket.h b/rabit/include/rabit/internal/socket.h
index cb7d4a0784c1..6fb7fe725722 100644
--- a/rabit/include/rabit/internal/socket.h
+++ b/rabit/include/rabit/internal/socket.h
@@ -1,10 +1,11 @@
-/*!
- *  Copyright (c) 2014-2022 by XGBoost Contributors
+/**
+ *  Copyright 2014-2023, XGBoost Contributors
  * \file socket.h
  * \author Tianqi Chen
  */
 #ifndef RABIT_INTERNAL_SOCKET_H_
 #define RABIT_INTERNAL_SOCKET_H_
+#include "xgboost/collective/result.h"
 #include "xgboost/collective/socket.h"
 
 #if defined(_WIN32)
@@ -77,7 +78,7 @@ namespace rabit {
 namespace utils {
 
 template <typename PollFD>
-int PollImpl(PollFD *pfd, int nfds, std::chrono::seconds timeout) {
+int PollImpl(PollFD* pfd, int nfds, std::chrono::seconds timeout) noexcept(true) {
 #if defined(_WIN32)
 
 #if IS_MINGW()
@@ -135,11 +136,11 @@ struct PollHelper {
    * \brief Check if the descriptor is ready for read
    * \param fd file descriptor to check status
    */
-  inline bool CheckRead(SOCKET fd) const {
+  [[nodiscard]] bool CheckRead(SOCKET fd) const {
     const auto& pfd = fds.find(fd);
     return pfd != fds.end() && ((pfd->second.events & POLLIN) != 0);
   }
-  bool CheckRead(xgboost::collective::TCPSocket const &socket) const {
+  [[nodiscard]] bool CheckRead(xgboost::collective::TCPSocket const& socket) const {
     return this->CheckRead(socket.Handle());
   }
 
@@ -147,19 +148,19 @@ struct PollHelper {
    * \brief Check if the descriptor is ready for write
    * \param fd file descriptor to check status
    */
-  inline bool CheckWrite(SOCKET fd) const {
+  [[nodiscard]] bool CheckWrite(SOCKET fd) const {
     const auto& pfd = fds.find(fd);
     return pfd != fds.end() && ((pfd->second.events & POLLOUT) != 0);
   }
-  bool CheckWrite(xgboost::collective::TCPSocket const &socket) const {
+  [[nodiscard]] bool CheckWrite(xgboost::collective::TCPSocket const& socket) const {
     return this->CheckWrite(socket.Handle());
   }
-  /*!
-   * \brief perform poll on the set defined, read, write, exception
-   * \param timeout specify timeout in milliseconds(ms) if negative, means poll will block
-   * \return
+  /**
+   * @brief perform poll on the set defined, read, write, exception
+   *
+   * @param timeout specify timeout in seconds. Block if negative.
    */
-  inline void Poll(std::chrono::seconds timeout) {  // NOLINT(*)
+  [[nodiscard]] xgboost::collective::Result Poll(std::chrono::seconds timeout) {
     std::vector<pollfd> fdset;
     fdset.reserve(fds.size());
     for (auto kv : fds) {
@@ -167,9 +168,9 @@ struct PollHelper {
     }
     int ret = PollImpl(fdset.data(), fdset.size(), timeout);
     if (ret == 0) {
-      LOG(FATAL) << "Poll timeout";
+      return xgboost::collective::Fail("Poll timeout.");
     } else if (ret < 0) {
-      LOG(FATAL) << "Failed to poll.";
+      return xgboost::system::FailWithCode("Poll failed.");
     } else {
       for (auto& pfd : fdset) {
         auto revents = pfd.revents & pfd.events;
@@ -180,6 +181,7 @@ struct PollHelper {
         }
       }
     }
+    return xgboost::collective::Success();
   }
 
   std::unordered_map<SOCKET, pollfd> fds;
diff --git a/rabit/src/allreduce_base.cc b/rabit/src/allreduce_base.cc
index ac08ac12a2cf..bd48d3599109 100644
--- a/rabit/src/allreduce_base.cc
+++ b/rabit/src/allreduce_base.cc
@@ -1,5 +1,5 @@
-/*!
- *  Copyright (c) 2014 by Contributors
+/**
+ *  Copyright 2014-2023, XGBoost Contributors
  * \file allreduce_base.cc
  * \brief Basic implementation of AllReduce
  *
@@ -9,9 +9,11 @@
 #define NOMINMAX
 #endif  // !defined(NOMINMAX)
 
+#include "allreduce_base.h"
+
 #include "rabit/base.h"
 #include "rabit/internal/rabit-inl.h"
-#include "allreduce_base.h"
+#include "xgboost/collective/result.h"
 
 #ifndef _WIN32
 #include <netinet/tcp.h>
@@ -20,8 +22,7 @@
 #include <cstring>
 #include <map>
 
-namespace rabit {
-namespace engine {
+namespace rabit::engine {
 // constructor
 AllreduceBase::AllreduceBase() {
   tracker_uri = "NULL";
@@ -116,7 +117,12 @@ bool AllreduceBase::Init(int argc, char* argv[]) {
   utils::Assert(all_links.size() == 0, "can only call Init once");
   this->host_uri = xgboost::collective::GetHostName();
   // get information from tracker
-  return this->ReConnectLinks();
+  auto rc = this->ReConnectLinks();
+  if (rc.OK()) {
+    return true;
+  }
+  LOG(FATAL) << rc.Report();
+  return false;
 }
 
 bool AllreduceBase::Shutdown() {
@@ -131,7 +137,11 @@ bool AllreduceBase::Shutdown() {
 
     if (tracker_uri == "NULL") return true;
     // notify tracker rank i have shutdown
-    xgboost::collective::TCPSocket tracker = this->ConnectTracker();
+    xgboost::collective::TCPSocket tracker;
+    auto rc = this->ConnectTracker(&tracker);
+    if (!rc.OK()) {
+      LOG(FATAL) << rc.Report();
+    }
     tracker.Send(xgboost::StringView{"shutdown"});
     tracker.Close();
     xgboost::system::SocketFinalize();
@@ -146,7 +156,12 @@ void AllreduceBase::TrackerPrint(const std::string &msg) {
   if (tracker_uri == "NULL") {
     utils::Printf("%s", msg.c_str()); return;
   }
-  xgboost::collective::TCPSocket tracker = this->ConnectTracker();
+  xgboost::collective::TCPSocket tracker;
+  auto rc = this->ConnectTracker(&tracker);
+  if (!rc.OK()) {
+    LOG(FATAL) << rc.Report();
+  }
+
   tracker.Send(xgboost::StringView{"print"});
   tracker.Send(xgboost::StringView{msg});
   tracker.Close();
@@ -215,64 +230,67 @@ void AllreduceBase::SetParam(const char *name, const char *val) {
     }
   }
 }
+
 /*!
  * \brief initialize connection to the tracker
  * \return a socket that initializes the connection
  */
-xgboost::collective::TCPSocket AllreduceBase::ConnectTracker() const {
+[[nodiscard]] xgboost::collective::Result AllreduceBase::ConnectTracker(
+    xgboost::collective::TCPSocket *out) const {
   int magic = kMagic;
   // get information from tracker
-  xgboost::collective::TCPSocket tracker;
+  xgboost::collective::TCPSocket &tracker = *out;
 
-  int retry = 0;
-  do {
-    auto rc = xgboost::collective::Connect(
-        xgboost::collective::MakeSockAddress(xgboost::StringView{tracker_uri}, tracker_port),
-        &tracker);
-    if (rc != std::errc()) {
-      if (++retry >= connect_retry) {
-        LOG(FATAL) << "Connecting to (failed): [" << tracker_uri << "]\n" << rc.message();
-      } else {
-        LOG(WARNING) << rc.message() << "\nRetry connecting to IP(retry time: " << retry << "): ["
-                     << tracker_uri << "]";
-#if defined(_MSC_VER) || defined(__MINGW32__)
-        Sleep(retry << 1);
-#else
-        sleep(retry << 1);
-#endif
-        continue;
-      }
-    }
-    break;
-  } while (true);
+  auto rc =
+      Connect(xgboost::StringView{tracker_uri}, tracker_port, connect_retry, timeout_sec, &tracker);
+  if (!rc.OK()) {
+    return xgboost::collective::Fail("Failed to connect to the tracker.", std::move(rc));
+  }
 
   using utils::Assert;
-  CHECK_EQ(tracker.SendAll(&magic, sizeof(magic)), sizeof(magic));
-  CHECK_EQ(tracker.RecvAll(&magic, sizeof(magic)), sizeof(magic));
-  utils::Check(magic == kMagic, "sync::Invalid tracker message, init failure");
-  Assert(tracker.SendAll(&rank, sizeof(rank)) == sizeof(rank), "ReConnectLink failure 3");
-  Assert(tracker.SendAll(&world_size, sizeof(world_size)) == sizeof(world_size),
-         "ReConnectLink failure 3");
-  CHECK_EQ(tracker.Send(xgboost::StringView{task_id}), task_id.size());
-  return tracker;
+  if (tracker.SendAll(&magic, sizeof(magic)) != sizeof(magic)) {
+    return xgboost::collective::Fail("Failed to send the verification number.");
+  }
+  if (tracker.RecvAll(&magic, sizeof(magic)) != sizeof(magic)) {
+    return xgboost::collective::Fail("Failed to recieve the verification number.");
+  }
+  if (magic != kMagic) {
+    return xgboost::collective::Fail("Invalid verification number.");
+  }
+  if (tracker.SendAll(&rank, sizeof(rank)) != sizeof(rank)) {
+    return xgboost::collective::Fail("Failed to send the local rank back to the tracker.");
+  }
+  if (tracker.SendAll(&world_size, sizeof(world_size)) != sizeof(world_size)) {
+    return xgboost::collective::Fail("Failed to send the world size back to the tracker.");
+  }
+  if (tracker.Send(xgboost::StringView{task_id}) != task_id.size()) {
+    return xgboost::collective::Fail("Failed to send the task ID back to the tracker.");
+  }
+
+  return xgboost::collective::Success();
 }
 /*!
  * \brief connect to the tracker to fix the the missing links
  *   this function is also used when the engine start up
  */
-bool AllreduceBase::ReConnectLinks(const char *cmd) {
+[[nodiscard]] xgboost::collective::Result AllreduceBase::ReConnectLinks(const char *cmd) {
   // single node mode
   if (tracker_uri == "NULL") {
     rank = 0;
     world_size = 1;
-    return true;
+    return xgboost::collective::Success();
   }
 
-  try {
-    xgboost::collective::TCPSocket tracker = this->ConnectTracker();
-    LOG(INFO) << "task " << task_id << " connected to the tracker";
-    tracker.Send(xgboost::StringView{cmd});
+  xgboost::collective::TCPSocket tracker;
+  auto rc = this->ConnectTracker(&tracker);
+  if (!rc.OK()) {
+    return xgboost::collective::Fail("Failed to connect to the tracker.", std::move(rc));
+  }
+
+  LOG(INFO) << "task " << task_id << " connected to the tracker";
+  tracker.Send(xgboost::StringView{cmd});
 
+  try {
     // the rank of previous link, next link in ring
     int prev_rank, next_rank;
     // the rank of neighbors
@@ -334,10 +352,10 @@ bool AllreduceBase::ReConnectLinks(const char *cmd) {
         tracker.Recv(&hname);
         Assert(tracker.RecvAll(&hport, sizeof(hport)) == sizeof(hport), "ReConnectLink failure 9");
         Assert(tracker.RecvAll(&hrank, sizeof(hrank)) == sizeof(hrank), "ReConnectLink failure 10");
-
-        if (xgboost::collective::Connect(
-                xgboost::collective::MakeSockAddress(xgboost::StringView{hname}, hport), &r.sock) !=
-            std::errc{}) {
+        // connect to peer
+        if (!xgboost::collective::Connect(xgboost::StringView{hname}, hport, connect_retry,
+                                          timeout_sec, &r.sock)
+                 .OK()) {
           num_error += 1;
           r.sock.Close();
           continue;
@@ -351,8 +369,7 @@ bool AllreduceBase::ReConnectLinks(const char *cmd) {
         bool match = false;
         for (auto & all_link : all_links) {
           if (all_link.rank == hrank) {
-            Assert(all_link.sock.IsClosed(),
-                   "Override a link that is active");
+            Assert(all_link.sock.IsClosed(), "Override a link that is active");
             all_link.sock = std::move(r.sock);
             match = true;
             break;
@@ -364,10 +381,10 @@ bool AllreduceBase::ReConnectLinks(const char *cmd) {
              "ReConnectLink failure 14");
     } while (num_error != 0);
     // send back socket listening port to tracker
-    Assert(tracker.SendAll(&port, sizeof(port)) == sizeof(port),
-           "ReConnectLink failure 14");
+    Assert(tracker.SendAll(&port, sizeof(port)) == sizeof(port), "ReConnectLink failure 14");
     // close connection to tracker
     tracker.Close();
+
     // listen to incoming links
     for (int i = 0; i < num_accept; ++i) {
       LinkRecord r;
@@ -395,7 +412,7 @@ bool AllreduceBase::ReConnectLinks(const char *cmd) {
     for (auto &all_link : all_links) {
       utils::Assert(!all_link.sock.BadSocket(), "ReConnectLink: bad socket");
       // set the socket to non-blocking mode, enable TCP keepalive
-      all_link.sock.SetNonBlock();
+      all_link.sock.SetNonBlock(true);
       all_link.sock.SetKeepAlive();
       if (rabit_enable_tcp_no_delay) {
         all_link.sock.SetNoDelay();
@@ -415,10 +432,11 @@ bool AllreduceBase::ReConnectLinks(const char *cmd) {
            "cannot find prev ring in the link");
     Assert(next_rank == -1 || ring_next != nullptr,
            "cannot find next ring in the link");
-    return true;
+    return xgboost::collective::Success();
   } catch (const std::exception& e) {
-    LOG(WARNING) << "failed in ReconnectLink " << e.what();
-    return false;
+    std::stringstream ss;
+    ss << "Failed in ReconnectLink " << e.what();
+    return xgboost::collective::Fail(ss.str());
   }
 }
 /*!
@@ -523,9 +541,15 @@ AllreduceBase::TryAllreduceTree(void *sendrecvbuf_,
       }
     }
     // finish running allreduce
-    if (finished) break;
+    if (finished) {
+      break;
+    }
     // select must return
-    watcher.Poll(timeout_sec);
+    auto poll_res = watcher.Poll(timeout_sec);
+    if (!poll_res.OK()) {
+      LOG(FATAL) << poll_res.Report();
+    }
+
     // read data from childs
     for (int i = 0; i < nlink; ++i) {
       if (i != parent_index && watcher.CheckRead(links[i].sock)) {
@@ -698,7 +722,10 @@ AllreduceBase::TryBroadcast(void *sendrecvbuf_, size_t total_size, int root) {
     // finish running
     if (finished) break;
     // select
-    watcher.Poll(timeout_sec);
+    auto poll_res = watcher.Poll(timeout_sec);
+    if (!poll_res.OK()) {
+      LOG(FATAL) << poll_res.Report();
+    }
     if (in_link == -2) {
       // probe in-link
       for (int i = 0; i < nlink; ++i) {
@@ -780,8 +807,14 @@ AllreduceBase::TryAllgatherRing(void *sendrecvbuf_, size_t total_size,
       }
       finished  = false;
     }
-    if (finished) break;
-    watcher.Poll(timeout_sec);
+    if (finished) {
+      break;
+    }
+
+    auto poll_res = watcher.Poll(timeout_sec);
+    if (!poll_res.OK()) {
+      LOG(FATAL) << poll_res.Report();
+    }
     if (read_ptr != stop_read && watcher.CheckRead(next.sock)) {
       size_t size = stop_read - read_ptr;
       size_t start = read_ptr % total_size;
@@ -880,8 +913,13 @@ AllreduceBase::TryReduceScatterRing(void *sendrecvbuf_,
       }
       finished = false;
     }
-    if (finished) break;
-    watcher.Poll(timeout_sec);
+    if (finished) {
+      break;
+    }
+    auto poll_res = watcher.Poll(timeout_sec);
+    if (!poll_res.OK()) {
+      LOG(FATAL) << poll_res.Report();
+    }
     if (read_ptr != stop_read && watcher.CheckRead(next.sock)) {
       ReturnType ret = next.ReadToRingBuffer(reduce_ptr, stop_read);
       if (ret != kSuccess) {
@@ -953,5 +991,4 @@ AllreduceBase::TryAllreduceRing(void *sendrecvbuf_,
        (std::min((prank + 1) * step, count) -
         std::min(prank * step, count)) * type_nbytes);
 }
-}  // namespace engine
-}  // namespace rabit
+}  // namespace rabit::engine
diff --git a/rabit/src/allreduce_base.h b/rabit/src/allreduce_base.h
index 67fef0ba6347..f40754273634 100644
--- a/rabit/src/allreduce_base.h
+++ b/rabit/src/allreduce_base.h
@@ -12,14 +12,16 @@
 #ifndef RABIT_ALLREDUCE_BASE_H_
 #define RABIT_ALLREDUCE_BASE_H_
 
+#include <algorithm>
 #include <functional>
 #include <future>
-#include <vector>
 #include <string>
-#include <algorithm>
-#include "rabit/internal/utils.h"
+#include <vector>
+
 #include "rabit/internal/engine.h"
 #include "rabit/internal/socket.h"
+#include "rabit/internal/utils.h"
+#include "xgboost/collective/result.h"
 
 #ifdef RABIT_CXXTESTDEFS_H
 #define private   public
@@ -329,13 +331,13 @@ class AllreduceBase : public IEngine {
    * \brief initialize connection to the tracker
    * \return a socket that initializes the connection
    */
-  xgboost::collective::TCPSocket ConnectTracker() const;
+  [[nodiscard]] xgboost::collective::Result ConnectTracker(xgboost::collective::TCPSocket *out) const;
   /*!
    * \brief connect to the tracker to fix the the missing links
    *   this function is also used when the engine start up
    * \param cmd possible command to sent to tracker
    */
-  bool ReConnectLinks(const char *cmd = "start");
+  [[nodiscard]] xgboost::collective::Result ReConnectLinks(const char *cmd = "start");
   /*!
    * \brief perform in-place allreduce, on sendrecvbuf, this function can fail, and will return the cause of failure
    *
diff --git a/src/collective/socket.cc b/src/collective/socket.cc
index 1ab84cef35d8..78dc3d79be71 100644
--- a/src/collective/socket.cc
+++ b/src/collective/socket.cc
@@ -1,19 +1,22 @@
-/*!
- * Copyright (c) 2022 by XGBoost Contributors
+/**
+ * Copyright 2022-2023 by XGBoost Contributors
  */
 #include "xgboost/collective/socket.h"
 
 #include <cstddef>       // std::size_t
 #include <cstdint>       // std::int32_t
 #include <cstring>       // std::memcpy, std::memset
+#include <filesystem>    // for path
 #include <system_error>  // std::error_code, std::system_category
 
+#include "rabit/internal/socket.h"      // for PollHelper
+#include "xgboost/collective/result.h"  // for Result
+
 #if defined(__unix__) || defined(__APPLE__)
 #include <netdb.h>  // getaddrinfo, freeaddrinfo
 #endif              // defined(__unix__) || defined(__APPLE__)
 
-namespace xgboost {
-namespace collective {
+namespace xgboost::collective {
 SockAddress MakeSockAddress(StringView host, in_port_t port) {
   struct addrinfo hints;
   std::memset(&hints, 0, sizeof(hints));
@@ -71,7 +74,12 @@ std::size_t TCPSocket::Recv(std::string *p_str) {
   return bytes;
 }
 
-std::error_code Connect(SockAddress const &addr, TCPSocket *out) {
+[[nodiscard]] Result Connect(xgboost::StringView host, std::int32_t port, std::int32_t retry,
+                             std::chrono::seconds timeout,
+                             xgboost::collective::TCPSocket *out_conn) {
+  auto addr = MakeSockAddress(xgboost::StringView{host}, port);
+  auto &conn = *out_conn;
+
   sockaddr const *addr_handle{nullptr};
   socklen_t addr_len{0};
   if (addr.IsV4()) {
@@ -81,14 +89,67 @@ std::error_code Connect(SockAddress const &addr, TCPSocket *out) {
     addr_handle = reinterpret_cast<const sockaddr *>(&addr.V6().Handle());
     addr_len = sizeof(addr.V6().Handle());
   }
-  auto socket = TCPSocket::Create(addr.Domain());
-  CHECK_EQ(static_cast<std::int32_t>(socket.Domain()), static_cast<std::int32_t>(addr.Domain()));
-  auto rc = connect(socket.Handle(), addr_handle, addr_len);
-  if (rc != 0) {
-    return std::error_code{errno, std::system_category()};
+
+  conn = TCPSocket::Create(addr.Domain());
+  CHECK_EQ(static_cast<std::int32_t>(conn.Domain()), static_cast<std::int32_t>(addr.Domain()));
+  conn.SetNonBlock(true);
+
+  Result last_error;
+  auto log_failure = [&host, &last_error](Result err, char const *file, std::int32_t line) {
+    last_error = std::move(err);
+    LOG(WARNING) << std::filesystem::path{file}.filename().string() << "(" << line
+                 << "): Failed to connect to:" << host << " Error:" << last_error.Report();
+  };
+
+  for (std::int32_t attempt = 0; attempt < std::max(retry, 1); ++attempt) {
+    if (attempt > 0) {
+      LOG(WARNING) << "Retrying connection to " << host << " for the " << attempt << " time.";
+#if defined(_MSC_VER) || defined(__MINGW32__)
+      Sleep(attempt << 1);
+#else
+      sleep(attempt << 1);
+#endif
+    }
+
+    auto rc = connect(conn.Handle(), addr_handle, addr_len);
+    if (rc != 0) {
+      auto errcode = system::LastError();
+      if (!system::ErrorWouldBlock(errcode)) {
+        log_failure(Fail("connect failed.", std::error_code{errcode, std::system_category()}),
+                    __FILE__, __LINE__);
+        continue;
+      }
+
+      rabit::utils::PollHelper poll;
+      poll.WatchWrite(conn);
+      auto result = poll.Poll(timeout);
+      if (!result.OK()) {
+        log_failure(std::move(result), __FILE__, __LINE__);
+        continue;
+      }
+      if (!poll.CheckWrite(conn)) {
+        log_failure(Fail("poll failed.", std::error_code{errcode, std::system_category()}),
+                    __FILE__, __LINE__);
+        continue;
+      }
+      result = conn.GetSockError();
+      if (!result.OK()) {
+        log_failure(std::move(result), __FILE__, __LINE__);
+        continue;
+      }
+
+      conn.SetNonBlock(false);
+      return Success();
+
+    } else {
+      conn.SetNonBlock(false);
+      return Success();
+    }
   }
-  *out = std::move(socket);
-  return std::make_error_code(std::errc{});
+
+  std::stringstream ss;
+  ss << "Failed to connect to " << host << ":" << port;
+  conn.Close();
+  return Fail(ss.str(), std::move(last_error));
 }
-}  // namespace collective
-}  // namespace xgboost
+}  // namespace xgboost::collective
diff --git a/tests/cpp/collective/test_socket.cc b/tests/cpp/collective/test_socket.cc
index 571e95f4deb8..ddc73d1f2067 100644
--- a/tests/cpp/collective/test_socket.cc
+++ b/tests/cpp/collective/test_socket.cc
@@ -1,5 +1,5 @@
-/*!
- * Copyright (c) 2022 by XGBoost Contributors
+/**
+ * Copyright 2022-2023 by XGBoost Contributors
  */
 #include <gtest/gtest.h>
 #include <xgboost/collective/socket.h>
@@ -10,8 +10,7 @@
 
 #include "../helpers.h"
 
-namespace xgboost {
-namespace collective {
+namespace xgboost::collective {
 TEST(Socket, Basic) {
   system::SocketStartup();
 
@@ -31,15 +30,16 @@ TEST(Socket, Basic) {
     TCPSocket client;
     if (domain == SockDomain::kV4) {
       auto const& addr = SockAddrV4::Loopback().Addr();
-      ASSERT_EQ(Connect(MakeSockAddress(StringView{addr}, port), &client), std::errc{});
+      auto rc = Connect(StringView{addr}, port, 1, std::chrono::seconds{3}, &client);
+      ASSERT_TRUE(rc.OK()) << rc.Report();
     } else {
       auto const& addr = SockAddrV6::Loopback().Addr();
-      auto rc = Connect(MakeSockAddress(StringView{addr}, port), &client);
+      auto rc = Connect(StringView{addr}, port, 1, std::chrono::seconds{3}, &client);
       // some environment (docker) has restricted network configuration.
-      if (rc == std::error_code{EADDRNOTAVAIL, std::system_category()}) {
+      if (!rc.OK() && rc.Code() == std::error_code{EADDRNOTAVAIL, std::system_category()}) {
         GTEST_SKIP_(msg.c_str());
       }
-      ASSERT_EQ(rc, std::errc{});
+      ASSERT_EQ(rc, Success()) << rc.Report();
     }
     ASSERT_EQ(client.Domain(), domain);
 
@@ -73,5 +73,4 @@ TEST(Socket, Basic) {
 
   system::SocketFinalize();
 }
-}  // namespace collective
-}  // namespace xgboost
+}  // namespace xgboost::collective
diff --git a/tests/python/test_tracker.py b/tests/python/test_tracker.py
index 8709589dd1c3..1f42711a20d9 100644
--- a/tests/python/test_tracker.py
+++ b/tests/python/test_tracker.py
@@ -20,6 +20,18 @@ def test_rabit_tracker():
         assert str(ret) == "test1234"
 
 
+@pytest.mark.skipif(**tm.not_linux())
+def test_socket_error():
+    tracker = RabitTracker(host_ip="127.0.0.1", n_workers=1)
+    tracker.start(1)
+    env = tracker.worker_envs()
+    env["DMLC_TRACKER_PORT"] = 0
+    env["DMLC_WORKER_CONNECT_RETRY"] = 1
+    with pytest.raises(ValueError, match="127.0.0.1:0\n.*refused"):
+        with xgb.collective.CommunicatorContext(**env):
+            pass
+
+
 def run_rabit_ops(client, n_workers):
     from xgboost.dask import CommunicatorContext, _get_dask_config, _get_rabit_args
 
@@ -58,6 +70,32 @@ def test_rabit_ops():
             run_rabit_ops(client, n_workers)
 
 
+def run_broadcast(client):
+    from xgboost.dask import _get_dask_config, _get_rabit_args
+
+    workers = tm.get_client_workers(client)
+    rabit_args = client.sync(_get_rabit_args, len(workers), _get_dask_config(), client)
+
+    def local_test(worker_id):
+        with collective.CommunicatorContext(**rabit_args):
+            res = collective.broadcast(17, 0)
+            return res
+
+    futures = client.map(local_test, range(len(workers)), workers=workers)
+    results = client.gather(futures)
+    np.testing.assert_allclose(np.array(results), 17)
+
+
+@pytest.mark.skipif(**tm.no_dask())
+def test_broadcast():
+    from distributed import Client, LocalCluster
+
+    n_workers = 3
+    with LocalCluster(n_workers=n_workers) as cluster:
+        with Client(cluster) as client:
+            run_broadcast(client)
+
+
 @pytest.mark.skipif(**tm.no_ipv6())
 @pytest.mark.skipif(**tm.no_dask())
 def test_rabit_ops_ipv6():