title: Memory error when using logistic regression
body: <p>I have an array with the shape 57159x924 which I will use as training data. 896 of these 924 columns are feature and the remaining labels. I want to use logistic regression on this, but when I use the fit function from logistic regression I get a memory error. I guess it is because it's too much data for my computer's memory to handle. Is there any way to get around this problem? </p>
  
  <p>The code I want to use is </p>
  
  <pre><code>lr = LogisticRegression(random_state=1)
  lr.fit(train_set, train_label)
  lr.predict_proba(x_test)
  </code></pre>
  
  <p>And the following is the error</p>
  
  <blockquote>
    <p>line 21, in main
        lr.fit(train_set, train_label)</p>
    
    <p>....</p>
    
    <p>return array(a, dtype, copy=False, order=order)
    MemoryError</p>
  </blockquote>