MemSQL doesn't support backup of columnar tables:
memsql> backup database stat to '/data/memsql-backup';
ERROR 1706 (HY000): Feature 'Backup of a database containing a columnar table' is not supported by MemSQL.
How to organize online backup in this case? Through export to CSV?
At the moment, yes, exporting columnstore tables to a file is the recommended solution. The select into outfile command or the mysqldump do the job well.
http://docs.memsql.com/4.0/ref/SELECT/