moveforever opened a new issue #18346:
URL: https://github.com/apache/incubator-mxnet/issues/18346


   In recommendation, there appear many features: 
   - dense features, for instance, ctr, item exposure, item click, item statis 
features, etc.
   - one-hot categorical features, for instance, user's network, user's gender, 
item_id to score
   - mulit-hot categorical features, for instance, user profiles which 
describes interest, and there exists much interests for a user. So the length 
of the multi-hot categorical features is variable.
   The sample can be as followed.
   
![image](https://user-images.githubusercontent.com/5248288/82135079-33513180-9831-11ea-92a4-83b6fe0d8aba.png)
   The row is splited by ^A(\001). There are five columns. The first column is 
label, supporting multi labels. And the second column is dense feature, and the 
third column is categorical feature, and the the fourth column is multi-hot 
categorical feature which can be splited by comma , and the fifth column is 
sparse feature which is support wide input for google wide and deep model. 
   
   The sample contains many formated features which are storaged by csv or 
sparse. So it is complicated. To high performance parse the sample, i implent 
c++ DataIter. Train at gpu will not be hold back by cpu parsing sample.
   May i contribute the code to mxnet?


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