If your data is really dense, then you should try to use the
SGDClassifier model instead of LinearSVC. It has an implementation for
dense numpy arrays hence will use twice as less memory as a sparse
representation.

However I am pretty sure that it will force a copy of your data to be
double precision (64bit). If you install cython you can patch the
source code to force single precision instead.

We might want to add support for single precision for SGDClassifier
and other models in the future although this is not planned yet.

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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