Fix crash with approx tree method on cpu (#4510)

tests/cpp/data/test_data.cc

@@ -2,6 +2,7 @@
 #include <vector>
 
 #include "xgboost/data.h"
+#include "../helpers.h"
 
 namespace xgboost {
 TEST(SparsePage, PushCSC) {
@@ -52,4 +53,28 @@ TEST(SparsePage, PushCSC) {
     ASSERT_EQ(inst[i].index, indices_sol[i % 3]);
   }
 }
+
+TEST(SparsePage, PushCSCAfterTranspose) {
+  const int n_entries = 9;
+  std::unique_ptr<DMatrix> dmat = CreateSparsePageDMatrix(n_entries, 64UL);
+  const int ncols = dmat->Info().num_col_;
+  SparsePage page; // Consolidated sparse page
+  for (const auto &batch : dmat->GetRowBatches()) {
+    // Transpose each batch and push
+    SparsePage tmp = batch.GetTranspose(ncols);
+    page.PushCSC(tmp);
+  }
+
+  // Make sure that the final sparse page has the right number of entries
+  ASSERT_EQ(n_entries, page.data.Size());
+
+  // The feature value for a feature in each row should be identical, as that is
+  // how the dmatrix has been created
+  for (int i = 0; i < page.Size(); ++i) {
+    auto inst = page[i];
+    for (int j = 1; j < inst.size(); ++j) {
+      ASSERT_EQ(inst[0].fvalue, inst[j].fvalue);
+    }
+  }
+}
 }  // namespace xgboost