You can try using the "CSVIter" as follows. 

>  auto train_iter = MXDataIter("CSVIter")
>     .SetParam("data_csv", "./data/mnist_iter_train_data.csv")
>     .SetParam("data_shape", Shape(784,1))
>     .SetParam("label_csv", "./data/mnist_iter_train_label.csv")
>     .SetParam("label_shape", Shape(1,1))
>     .SetParam("batch_size", batch_size)
>     .SetParam("flat", 1)
>     .SetParam("shuffle",1)
>     .CreateDataIter();

> auto val_iter = MXDataIter("CSVIter")
>     .SetParam("data_csv", "./data/mnist_iter_test_data.csv")
>     .SetParam("data_shape", Shape(784, 1))
>     .SetParam("label_csv", "./data/mnist_iter_test_label.csv")
>     .SetParam("label_shape", Shape(1,1))
>     .SetParam("batch_size", batch_size)
>     .SetParam("flat", 1)
>     .SetParam("shuffle",1)
>     .CreateDataIter();
> 

In the above example "mnist_iter_train_data.csv" and "mnist_iter_test_data.csv" 
files contain the input features as 784 columns and 
"mnist_iter_train_label.csv", "mnist_iter_test_label.csv" as single column of 
labels.


[ Full content available at: 
https://github.com/apache/incubator-mxnet/issues/12247 ]
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