Hi, Gaël,

this was a while back (~Dec. 2014), and I haven't investigated it further, 
because I got it to work with "manual" workaround back then. Maybe it was due 
to the particular hardware architecture or the particular Python interpreter. 
There were a lot of updates since then, and I should run the computation again 
before I submit an issue. I also posted a question on SO last year; the number 
of upvotes may suggest that there were other people that encountered similar 
issues 
(http://stackoverflow.com/questions/27508844/scikits-gridsearch-and-python-in-general-are-not-freeing-memory
 
<http://stackoverflow.com/questions/27508844/scikits-gridsearch-and-python-in-general-are-not-freeing-memory>).

Anyway, I will put this issue on my todo list, and hopefully, I get a chance to 
check whether this is still an issue or not in the next couple of days or so.

I uploaded the description, example code, and dataset to github to reproduce 
the issue, you can find it here: 
https://github.com/rasbt/bugreport/tree/master/scikit-learn/gridsearch_memory 
<https://github.com/rasbt/bugreport/tree/master/scikit-learn/gridsearch_memory>.

Best,
Sebastian


> On Oct 19, 2015, at 10:31 AM, Gael Varoquaux <gael.varoqu...@normalesup.org> 
> wrote:
> 
>> I had similar issues when I was running code on our clusters. I think that
>> software & hardware architecture may also be a factor to be considered. What 
>> I
>> observed was that the memory usage was growing over time. I added a few lines
>> to manually clear the garbage collection, which solved the issue.
> 
> I'd really love to see these lines. Do you want to create an issue on the
> joblib tracker (joblib would probably be the place) to discuss this?
> 
> Gaël
> 
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