title: GridSearchCV on XGBoost model gives error
body: <p>I made a XGBoost classifier in python. I tried to do <code>GridSearch</code> to find optimal parameters like this</p>
  
  <pre><code>grid_search = GridSearchCV(model, param_grid, scoring="neg_log_loss", n_jobs=-1, cv=kfold)
  grid_result = grid_search.fit(X, Y)
  
  print("Best: %f using %s" % (grid_result.best_score_, grid_result.best_params_))
  
  means = grid_result.cv_results_['mean_test_score']
  stds = grid_result.cv_results_['std_test_score']
  params = grid_result.cv_results_['params']
  
  for mean, stdev, param in zip(means, stds, params):
      print("%f (%f) with: %r" % (mean, stdev, param))
  </code></pre>
  
  <p>When running the Search I get an error like this </p>
  
  <pre><code>[Errno 28] No space left on device
  </code></pre>
  
  <p>I used a slightly big size dataset. Where,
  <code>X.shape = (38932, 1002)</code>
  <code>Y.shape= (38932,)</code></p>
  
  <p>What is the issue.? How to solve this.?</p>
  
  <p>Is this because the dataset is too huge for my machine.? If so what can I do to preform GridSearch on this dataset.?</p>