Reproducing the problem in xgboost - impossible to create a DMatrix from a big sparse matrix

dmatrix_from_big_csr.py

import xgboost as xgb
from scipy.sparse.csr import csr_matrix
import numpy as np
from sklearn.datasets import load_svmlight_file

num_rows = int(np.iinfo(np.int32).max / 1000)
num_cols = 1001

more_than_int32_count = num_rows * num_cols - np.iinfo(np.int32).max
print(more_than_int32_count)

data = np.ones((num_rows,num_cols))

csr = csr_matrix(data)

print(csr.indices.dtype)

y = np.ones((num_rows,))

ds = xgb.DMatrix(csr, y)

output.log

2146836

dtype('int64')

---------------------------------------------------------------------------
SystemError                               Traceback (most recent call last)
<ipython-input-10-c4eb335ee525> in <module>
----> 1 ds = xgb.DMatrix(csr, y)

/usr/local/lib/python3.5/dist-packages/xgboost/core.py in __init__(self, data, label, missing, weight, silent, feature_names, feature_types, nthread)
    398             self.handle = handle
    399         elif isinstance(data, scipy.sparse.csr_matrix):
--> 400             self._init_from_csr(data)
    401         elif isinstance(data, scipy.sparse.csc_matrix):
    402             self._init_from_csc(data)

/usr/local/lib/python3.5/dist-packages/xgboost/core.py in _init_from_csr(self, csr)
    435         handle = ctypes.c_void_p()
    436         _check_call(_LIB.XGDMatrixCreateFromCSREx(c_array(ctypes.c_size_t, csr.indptr),
--> 437                                                   c_array(ctypes.c_uint, csr.indices),
    438                                                   c_array(ctypes.c_float, csr.data),
    439                                                   ctypes.c_size_t(len(csr.indptr)),

/usr/local/lib/python3.5/dist-packages/xgboost/core.py in c_array(ctype, values)
    215     if isinstance(values, np.ndarray) and values.dtype.itemsize == ctypes.sizeof(ctype):
    216         return (ctype * len(values)).from_buffer_copy(values)
--> 217     return (ctype * len(values))(*values)
    218 
    219 

SystemError: ../Objects/tupleobject.c:71: bad argument to internal function