scikit's GridSearch and Python in general are not freeing memory

What is Gridsearch in Sklearn?

What is GridSearchCV? GridSearchCV is a library function that is a member of sklearn's model_selection package. It helps to loop through predefined hyperparameters and fit your estimator (model) on your training set. So, in the end, you can select the best parameters from the listed hyperparameters.

How do you use the grid search in Python?

Brief Overview of Grid Search 1 — Prepare the database. 2 —Identify the model's hyperparameters to optimize, and then we select the hyperparameter values that we want to test. 3 — Asses error score for each combination in the hyperparameter grid. 4 — Select the hyperparameter combination with the best error metric.

RandomForest in 0.15.2 does not support sparse inputs.

Upgrade sklearn and try again...hopefully this will allow the multiple copies that end up being made to consume way less memory. (and speed things up)