Hi!

I'm getting an error when trying to use the HistGradientBoostingClassifier
by feeding it the output from CountVectorizer and then TfidfTransformer.
The error is:

TypeError: A sparse matrix was passed, but dense data is required. Use
X.toarray() to convert to a dense numpy array.

I haven't opened an issue yet because I wanted to get more clarification on
whether this just isn't implemented yet or if there is some reason inherent
to histogram based boosting that prevents sparse inputs from being used.

Making the array dense in my case causes me to run out of memory. Thanks in
advance!

-Jason
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