The trick to managing high volumes of data without loading too many megabytes (or gigabytes) of data into your memory is to incrementally update the parameters of your algorithm using only part of the examples at a time, repeating the update on the following data chunks until all the observations have been elaborated at least once by the machine learner.
This is possible in Scikit-learn thanks to the .partial_fit() method, which has been made available to a certain number of supervised and unsupervised algorithms. By using the .partial_fit() method and providing some basic information (for example, for classification, you should know beforehand the number of classes to be predicted), you can immediately start fitting ...
