It is not really a huge problem in my opinion. In terms of memory usage it is like adding a new feature column. Anyway, you already overallocate `Xf` since you make it of size `self.n_samples` above. This seems to work :)

In fact, you could also avoid the mallocs/frees by allocating `Xf` only once during `init`, as we do for `samples`.  That would be a bit cleaner in my opinion.