Cygwin key_load_public: invalid format - ssh

Question

I am using ssh to log in my host VM.
I tried using ubuntu subsystem embedded in win 10 and it works. But it failed when I am using the key pair to login with cygwin.
The errors and key formats are s follows:
$ ssh shdev#1.1.1.1 -v
OpenSSH_7.7p1, OpenSSL 1.0.2p 14 Aug 2018
debug1: Connecting to 1.1.1.1 port 22.
debug1: Connection established.
key_load_public: invalid format
debug1: identity file /home/xxx/.ssh/id_rsa type -1
debug1: key_load_public: No such file or directory
debug1: identity file /home/xxx/.ssh/id_rsa-cert type -1
debug1: key_load_public: No such file or directory
debug1: identity file /home/xxx/.ssh/id_dsa type -1
debug1: key_load_public: No such file or directory
debug1: identity file /home/xxx/.ssh/id_dsa-cert type -1
debug1: key_load_public: No such file or directory
debug1: identity file /home/xxx/.ssh/id_ecdsa type -1
debug1: key_load_public: No such file or directory
debug1: identity file /home/xxx/.ssh/id_ecdsa-cert type -1
debug1: key_load_public: No such file or directory
debug1: identity file /home/xxx/.ssh/id_ed25519 type -1
debug1: key_load_public: No such file or directory
debug1: identity file /home/xxx/.ssh/id_ed25519-cert type -1
debug1: key_load_public: No such file or directory
debug1: identity file /home/xxx/.ssh/id_xmss type -1
debug1: key_load_public: No such file or directory
debug1: identity file /home/xxx/.ssh/id_xmss-cert type -1
debug1: Local version string SSH-2.0-OpenSSH_7.7
debug1: Remote protocol version 2.0, remote software version OpenSSH_6.6.1
debug1: match: OpenSSH_6.6.1 pat OpenSSH_6.6.1* compat 0x04000000
debug1: Authenticating to 1.1.1.1:22 as 'shdev'
debug1: SSH2_MSG_KEXINIT sent
debug1: SSH2_MSG_KEXINIT received
debug1: kex: algorithm: curve25519-sha256#libssh.org
debug1: kex: host key algorithm: ssh-ed25519
debug1: kex: server->client cipher: chacha20-poly1305#openssh.com MAC: <implicit> compression: none
debug1: kex: client->server cipher: chacha20-poly1305#openssh.com MAC: <implicit> compression: none
debug1: expecting SSH2_MSG_KEX_ECDH_REPLY
debug1: Server host key: ssh-ed25519 SHA256:gCsQ1lK2+olxNndSQ4KqYxqF799KrltEeU+7UTK5wEI
debug1: Host '1.1.1.1' is known and matches the ED25519 host key.
debug1: Found key in /home/yilchen/.ssh/known_hosts:28
debug1: rekey after 134217728 blocks
debug1: SSH2_MSG_NEWKEYS sent
debug1: expecting SSH2_MSG_NEWKEYS
debug1: SSH2_MSG_NEWKEYS received
debug1: rekey after 134217728 blocks
debug1: SSH2_MSG_SERVICE_ACCEPT received
debug1: Authentications that can continue: publickey,gssapi-keyex,gssapi-with-mic
debug1: Next authentication method: publickey
debug1: Trying private key: /home/yilchen/.ssh/id_rsa
debug1: Authentications that can continue: publickey,gssapi-keyex,gssapi-with-mic
debug1: Trying private key: /home/xxx/.ssh/id_dsa
debug1: Trying private key: /home/xxx/.ssh/id_ecdsa
debug1: Trying private key: /home/xxx/.ssh/id_ed25519
debug1: Trying private key: /home/xxx/.ssh/id_xmss
debug1: No more authentication methods to try.
shdev#1.1.1.1: Permission denied (publickey,gssapi-keyex,gssapi-with-mic).
private key format:
-----BEGIN RSA PRIVATE KEY-----
...
-----END RSA PRIVATE KEY-----
public key format:
ssh-rsa