@huyangc indeed the issue is with the conversion from float64 to float32.

If you use instead:

```
header = mx.recordio.IRHeader(2,np.array([33511722.0, 33511805.0], 
'float32'),1,0)
print(header.label) # [33511722.0, 33511805.0]
s = mx.recordio.pack(header, bytes("", "utf8"))
h, _ = mx.recordio.unpack(s)
print(h.label)
```
you get
```
[33511722. 33511804.]
[33511722. 33511804.]
```

[ Full content available at: 
https://github.com/apache/incubator-mxnet/issues/12544 ]
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