Support column split in approx tree method (#8847)
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@@ -912,6 +912,7 @@ DMatrix* DMatrix::Load(const std::string& uri, bool silent, DataSplitMode data_s
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if (!cache_file.empty()) {
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LOG(FATAL) << "Column-wise data split is not support for external memory.";
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}
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LOG(CONSOLE) << "Splitting data by column";
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auto* sliced = dmat->SliceCol(npart, partid);
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delete dmat;
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return sliced;
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