title: Pandas giving memory error
body: <p>I have the code that goes to almost 10K+ csv files and each file has almost 16K + lines having multiple columns. I run the code and after 5 minutes I got this below error. I can understand that if I set low_memory=False, it will suppress error. But how to fix this issue ? 
  The error seems coming because of below. Can it be fixed?</p>
  
  <pre><code>df.groupby(['A', 'B'])['C'] 
  
  DtypeWarning: Columns (9,11,12,13,14) have mixed types. Specify dtype option on import or set low_memory=False.
  
    File "\Python36-32\lib\site-packages\pandas\io\parsers.py", line 705, in parser_f
      return _read(filepath_or_buffer, kwds)
    File "\Python36-32\lib\site-packages\pandas\io\parsers.py", line 451, in _read
      data = parser.read(nrows)
    File "\Python36-32\lib\site-packages\pandas\io\parsers.py", line 1083, in read
      df = DataFrame(col_dict, columns=columns, index=index)
    File "\Python36-32\lib\site-packages\pandas\core\frame.py", line 330, in __init__
      mgr = self._init_dict(data, index, columns, dtype=dtype)
    File "\Python36-32\lib\site-packages\pandas\core\frame.py", line 461, in _init_dict
      return _arrays_to_mgr(arrays, data_names, index, columns, dtype=dtype)
    File "\Python36-32\lib\site-packages\pandas\core\frame.py", line 6140, in _arrays_to_mgr
      return create_block_manager_from_arrays(arrays, arr_names, axes)
    File "\Python36-32\lib\site-packages\pandas\core\internals.py", line 4632, in create_block_manager_from_arrays
      blocks = form_blocks(arrays, names, axes)
    File "\Python36-32\lib\site-packages\pandas\core\internals.py", line 4704, in form_blocks
      int_blocks = _multi_blockify(int_items)
    File "\Python36-32\lib\site-packages\pandas\core\internals.py", line 4773, in _multi_blockify
      values, placement = _stack_arrays(list(tup_block), dtype)
    File "\Python36-32\lib\site-packages\pandas\core\internals.py", line 4816, in _stack_arrays
      stacked = np.empty(shape, dtype=dtype)
  MemoryError
  </code></pre>