Access violation in tree::ColMaker::Builder::EnumerateSplit() on Windows

I am getting the same error in XGBoost: tried versions 1.0 and 1.2. I never got such an error with a less parallelized processor. The processor on which I started to get the error is Ryzen Threadripper 3990X (64 physical, 128 logical cores). The call stack is:
```
> xgboost.dll!xgboost::tree::ColMaker::Builder::EnumerateSplit(const xgboost::Entry * begin, const xgboost::Entry * end, int d_step, unsigned int fid, const std::vector,std::allocator>> & gpair, std::vector> & temp) Line 395 C++
xgboost.dll!xgboost::tree::ColMaker::Builder::UpdateSolution$omp$1() Line 456 C++
vcomp140.dll!__vcomp_fork_helper() Line 91 Unknown
vcomp140.dll!_vcomp::fork_helper_wrapper(void(*)() funclet, int arg_count, char * argptr) Line 348 C++
vcomp140.dll!_vcomp::ParallelRegion::HandlerThreadFunc(void * context, unsigned long index) Line 329 C++
vcomp140.dll!_vcomp::PersistentThreadFunc(void * pvContext) Line 240 C++
kernel32.dll!BaseThreadInitThunk() Unknown
ntdll.dll!RtlUserThreadStart() Unknown
```
The lines that throw are:
```
for (i = 0, p = it; i < kBuffer; ++i, p += d_step) {
buf_position[i] = position_[p->index];
buf_gpair[i] = gpair[p->index]; // The debugger arraw is pointing here
}
```
The error is:

> Exception thrown at 0x00007FFD6E459706 (xgboost.dll) in BatchXgbTrainClose.exe: 0xC0000005: Access violation reading location 0x0000016652B2D930.

If the debugger shows it to me correctly, the value of `p->index` is 1074375450 .

The full call stack of the main (i.e. not an OMP) thread that led here is:
```
> xgboost.dll!xgboost::tree::ColMaker::Builder::EnumerateSplit(const xgboost::Entry * begin, const xgboost::Entry * end, int d_step, unsigned int fid, const std::vector,std::allocator>> & gpair, std::vector> & temp) Line 399 C++
xgboost.dll!xgboost::tree::ColMaker::Builder::UpdateSolution$omp$1() Line 456 C++
vcomp140.dll!__vcomp_fork_helper() Line 91 Unknown
vcomp140.dll!_vcomp::fork_helper_wrapper(void(*)() funclet, int arg_count, char * argptr) Line 348 C++
vcomp140.dll!_vcomp::ParallelRegion::HandlerThreadFunc(void * context, unsigned long index) Line 329 C++
vcomp140.dll!InvokeThreadTeam(_THREAD_TEAM * ptm, void(*)(void *, unsigned long) pvContext, void *) Line 842 C++
vcomp140.dll!_vcomp_fork(int if_test, int arg_count, void(*)() funclet, ...) Line 230 C++
xgboost.dll!xgboost::tree::ColMaker::Builder::UpdateSolution(const xgboost::SparsePage & batch, const std::vector> & feat_set, const std::vector,std::allocator>> & gpair, xgboost::DMatrix * p_fmat) Line 474 C++
xgboost.dll!xgboost::tree::ColMaker::Builder::FindSplit(int depth, const std::vector> & qexpand, const std::vector,std::allocator>> & gpair, xgboost::DMatrix * p_fmat, xgboost::RegTree * p_tree) Line 482 C++
xgboost.dll!xgboost::tree::ColMaker::Builder::Update(const std::vector,std::allocator>> & gpair, xgboost::DMatrix * p_fmat, xgboost::RegTree * p_tree) Line 177 C++
xgboost.dll!xgboost::tree::ColMaker::Update(xgboost::HostDeviceVector> * gpair, xgboost::DMatrix * dmat, const std::vector> & trees) Line 116 C++
xgboost.dll!xgboost::gbm::GBTree::BoostNewTrees(xgboost::HostDeviceVector> * gpair, xgboost::DMatrix * p_fmat, int bst_group, std::vector>,std::allocator>>> * ret) Line 301 C++
xgboost.dll!xgboost::gbm::GBTree::DoBoost(xgboost::DMatrix * p_fmat, xgboost::HostDeviceVector> * in_gpair, xgboost::PredictionCacheEntry * predt) Line 196 C++
xgboost.dll!xgboost::LearnerImpl::UpdateOneIter(int iter, std::shared_ptr train) Line 977 C++
xgboost.dll!XGBoosterUpdateOneIter(void * handle, int iter, void * dtrain) Line 441 C++
```

The code is compiled with a few versions of MSVS2019, the latest is 16.7.2 used for compilation of XGBoost 1.2.0 . CUDA was enabled during the compilation, but the CPU exact method is used in this experiment.

Sorry that I can't provide the program used for training for several reasons, e.g. it's large and it requires external data to train on. Below is what I can provide instead:

- The training data size is 1137421 samples, each 4323 features (and I have 192GB RAM on the machine, so it doesn't look like an out of memory problem)
- The validation data contains 139171 samples.
- The error happens occasionally depending on the randomization
- I also have a minidump file, it's ~8GB archived, I can upload it if you point me where to.
- The exact revision is `0cd0dad0b5723112f9971659778c9f8b922c16f2` from branch `release_1.2.0`

Below you can find the parameters I used for XGBoost:
```
safe_xgboost(XGBoosterSetParam(h_booster, "tree_method", "exact"));
safe_xgboost(XGBoosterSetParam(h_booster, "colsample_bytree", "0.5"));
safe_xgboost(XGBoosterSetParam(h_booster, "colsample_bylevel", "0.5"));
safe_xgboost(XGBoosterSetParam(h_booster, "colsample_bynode", "0.5"));
safe_xgboost(XGBoosterSetParam(h_booster, "gamma", "100000"));
safe_xgboost(XGBoosterSetParam(h_booster, "reg_alpha", "10000"));
safe_xgboost(XGBoosterSetParam(h_booster, "reg_lambda", "10000"));
safe_xgboost(XGBoosterSetParam(h_booster, "learning_rate", "0.1"));
safe_xgboost(XGBoosterSetParam(h_booster, "max_depth", "11"));
```
Please, let me know how else I can help you with troubleshooting the issue and thank you in advance for looking into it.