Where has my music gone on my iPhone?

I just got an iPhone 5s and have been listening to my iTunes music on it at home. Now I went to listen to a song, and only 20 songs are there (out of 2,000 that were there). The strange this is, as soon as I turn on the Wi-Fi and get connected, all my songs are there.
So with Wi-Fi on, my music is there. With Wi-Fi off, most of my music is gone. How can I fix this so I can listen to my music on the go?

Yeah

On iCloud

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