I also think that this could be likely a memory related issue. I just ran the following snippet in a Jupyter Nb:
import numpy as np from sklearn.linear_model import SGDClassifier model = SGDClassifier(loss='log',penalty=None,alpha=0.0, l1_ratio=0.0,fit_intercept=False,n_iter=1,shuffle=False,learning_rate='constant', eta0=1.0) X = np.random.random((1000000, 1000)) y = np.zeros(1000000) y[:1000] = 1 model.fit(X, y) The dataset takes approx. 8 Gb, but the model fitting is consuming ~16 Gb -- probably due to making a copy of the X array in the code. The Notebook didn't crash but I think on machines with smaller RAM, this could be an issue. One workaround you could try is to fit the model iteratively using partial_fit. For example, 1000 samples at a time or so: indices = np.arange(y.shape[0]) batch_size = 1000 for start_idx in range(0, indices.shape[0] - batch_size + 1, batch_size): index_slice = indices[start_idx:start_idx + batch_size] model.partial_fit(X[index_slice], y[index_slice], classes=[0, 1]) Best, Sebastian > On Jun 2, 2017, at 6:50 AM, Iván Vallés Pérez <ivanvallespe...@gmail.com> > wrote: > > Are you monitoring your RAM memory consumption? I would say that it is the > cause of the majority of the kernel crashes > El El vie, 2 jun 2017 a las 12:45, Aymen J <a...@hotmail.fr> escribió: > Hey Guys, > > > So I'm trying to fit an SGD classifier on a dataset that has 900,000 for > about 3,600 features (high cardinality). > > > Here is my model: > > > model = SGDClassifier(loss='log',penalty=None,alpha=0.0, > > l1_ratio=0.0,fit_intercept=False,n_iter=1,shuffle=False,learning_rate='constant', > eta0=1.0) > > When I run the model.fit function, The program runs for about 5 minutes, and > I receive the message "the kernel has died" from Jupyter. > > Any idea what may cause that? Is my training data too big (in terms of > features)? Can I do anything (parameters) to finish training? > > Thanks in advance for your help! > > > > _______________________________________________ > scikit-learn mailing list > scikit-learn@python.org > https://mail.python.org/mailman/listinfo/scikit-learn > _______________________________________________ > scikit-learn mailing list > scikit-learn@python.org > https://mail.python.org/mailman/listinfo/scikit-learn _______________________________________________ scikit-learn mailing list scikit-learn@python.org https://mail.python.org/mailman/listinfo/scikit-learn