add note for col

multi-node/col-split/README.md

@@ -1,2 +1,16 @@
 Column Split Version of XGBoost
 ====
+* run ```bash run-mushroom.sh```
+
+Steps to use column split version
+====
+* First split the data by column, 
+* In the config, specify data file as containing a wildcard %d, where %d is the rank of the node, each node will load their part of data
+* Enable column split mode by ```dsplit=col```
+
+Note on the Column Split Version
+====
+* The code is multi-threaded, so you want to run one xgboost-mpi per node
+* The code will work correctly as long as union of each column subset is all the columns we are interested in.
+  - The column subset can overlap with each other.
+* It uses exactly the same algorithm as single node version, to examine all potential split points.