Xgboost crash

output.txt

$ python test.py
0.90 1.2.1
terminate called after throwing an instance of 'thrust::system::system_error'
  what():  parallel_for failed: out of memory

test.py

import numpy as np
from scipy.sparse import csr_matrix
import xgboost as xgb 

SAMPLES = 1_000_000
SPARSE_FEATURES = 300 #300_000
NUM_CLASS = 2000

param = {
    'objective': 'multi:softmax',
    'num_class': NUM_CLASS,
    'verbosity': 3,    
}

num_round = 1

X = csr_matrix((SAMPLES, SPARSE_FEATURES), dtype=np.float32)
y = np.ones((SAMPLES, NUM_CLASS), dtype=np.uint8)

nrow_train = int(0.9*SAMPLES)

d_train = xgb.DMatrix(X, label=y)

bst = xgb.train(param, d_train, num_round)