I want to do training on a sparse matrix.
If I create a DMatrix directly out of a sparse scipy matrix, then it works fine.
However, if I convert the scipy matrix to a sparse pandas dataframe (pd.DataFrame.sparse.from_spmatrix) and then create a DMatrix out of the DataFrame, this uses up a ton of RAM and ultimately OOMs.
Any help would be appreciated!
Full reproduction: https://colab.research.google.com/drive/1SLRman_L4THZlTO22R9X36p48cFnS7Kw?usp=sharing