Sparse Matrix representation for XGBoost
CSR:
long[] rowHeaders = new long[] {0, 2, 4, 7}; // offsets
float[] data = new float[] {1f,2f, 4f,3f, 3f,1f,2f}; // non-zeros across each row
int[] colIndex = new int[] {0, 2, 0, 3, 0, 1, 2}; // col index for each non-zero