[doc] Some notes for external memory. (#5065)
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@@ -54,7 +54,7 @@ The data is stored in a :py:class:`DMatrix <xgboost.DMatrix>` object.
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.. note:: Categorical features not supported
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Note that XGBoost does not provide specialization for categorical features; if your data contains
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categorical features, load it as a NumPy array first and then perform
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categorical features, load it as a NumPy array first and then perform corresponding preprocessing steps like
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`one-hot encoding <http://scikit-learn.org/stable/modules/generated/sklearn.preprocessing.OneHotEncoder.html>`_.
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.. note:: Use Pandas to load CSV files with headers
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