I want to fit a Gaussian Process with about 50,000 training examples and 130 features using Scikit-learn. Right now, I only have 1 theta hyperparameters as I run the process with all defaults. But I get a MemoryError when it tries to compute the covariance matrix.
This is where I get the error https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/gaussian_process/gaussian_process.py#L52
What can I do?