[doc] Some notes for external memory. (#5065)

doc/tutorials/external_memory.rst

@@ -4,24 +4,34 @@ Using XGBoost External Memory Version (beta)
 There is no big difference between using external memory version and in-memory version.
 The only difference is the filename format.
 
-The external memory version takes in the following filename format:
+The external memory version takes in the following `URI <https://en.wikipedia.org/wiki/Uniform_Resource_Identifier>`_ format:
 
 .. code-block:: none
 
   filename#cacheprefix
 
-The ``filename`` is the normal path to libsvm file you want to load in, and ``cacheprefix`` is a
-path to a cache file that XGBoost will use for external memory cache.
+The ``filename`` is the normal path to libsvm format file you want to load in, and
+``cacheprefix`` is a path to a cache file that XGBoost will use for caching preprocessed
+data in binary form.
 
 .. note:: External memory is also available with GPU algorithms (i.e. when ``tree_method`` is set to ``gpu_hist``)
 
-The following code was extracted from `demo/guide-python/external_memory.py <https://github.com/dmlc/xgboost/blob/master/demo/guide-python/external_memory.py>`_:
+To provide a simple example for illustration, extracting the code from
+`demo/guide-python/external_memory.py <https://github.com/dmlc/xgboost/blob/master/demo/guide-python/external_memory.py>`_. If
+you have a dataset stored in a file similar to ``agaricus.txt.train`` with libSVM format, the external memory support can be enabled by:
+
+.. code-block:: python
+
+  dtrain = DMatrix('../data/agaricus.txt.train#dtrain.cache')
+
+XGBoost will first load ``agaricus.txt.train`` in, preprocess it, then write to a new file named
+``dtrain.cache`` as an on disk cache for storing preprocessed data in a internal binary format.  For
+more notes about text input formats, see :doc:`/tutorials/input_format`.
 
 .. code-block:: python
 
   dtrain = xgb.DMatrix('../data/agaricus.txt.train#dtrain.cache')
 
-You can find that there is additional ``#dtrain.cache`` following the libsvm file, this is the name of cache file.
 For CLI version, simply add the cache suffix, e.g. ``"../data/agaricus.txt.train#dtrain.cache"``.
 
 ****************
@@ -47,7 +57,7 @@ so that you can directly use ``dtrain.cache`` to cache to current folder.
 **********
 Usage Note
 **********
-* This is a experimental version
+* This is an experimental version
 * Currently only importing from libsvm format is supported
 * OSX is not tested.