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I think this will be hard to fix without swapping out joblib (or maybe even the GIL ;), but basically the amount of memory used by RandomForestClassifier is exorbitant for n_jobs > 1. In my case, I have a dataset of about 1GB (300,000 samples by 415 features by 64-bit float), but doing fit() on a RandomForestClassifier having n_jobs=16 results in 45GB of memory being used.
Does anyone have any ideas or is this hopeless without moving everything to C?