title: Train SVM on a very large dataset stored on hard drive
body: <p>There exist a very large own-collected dataset of size <strong>[2000000 12672]</strong> where the rows shows the number of instances and the columns, the number of features. This dataset occupies <strong>~60 Gigabyte</strong> on the local hard disk. I want to train a linear SVM on this dataset. The problem is that I have only <strong>8 Gigabyte of RAM!</strong> so I cannot load all data once. Is there any solution to train the SVM on this large dataset? Generating the dataset is on my own desire, and currently are is HDF5 format.
  Thanks</p>