Memory leak using gridsearchcv : <p><strong>Problem:</strong> My situation appears to be a memory leak when running gridsearchcv. This happens when I run with 1 or 32 concurrent workers (n_jobs=-1). Previously I have run this loads of times with no trouble on ubuntu 16.04, but recently upgraded to 18.04 and did a ram upgrade.</p>

<pre><code>import os
import pickle
from xgboost import XGBClassifier
from sklearn.model_selection import GridSearchCV,StratifiedKFold,train_test_split
from sklearn.calibration import CalibratedClassifierCV
from sklearn.metrics import make_scorer,log_loss
from horsebet import performance
scorer = make_scorer(log_loss,greater_is_better=True)
kfold = StratifiedKFold(n_splits=3)

# import and split data
input_vectors = pickle.load(open(os.path.join('horsebet','data','x_normalized'),'rb'))
output_vector = pickle.load(open(os.path.join('horsebet','data','y'),'rb')).ravel()
x_train,x_test,y_train,y_test = train_test_split(input_vectors,output_vector,test_size=0.2)


# XGB
model = XGBClassifier()
param = {
        'booster':['gbtree'],
        'tree_method':['hist'],
       'objective':['binary:logistic'],
        'n_estimators':[100,500],
        'min_child_weight': [.8,1],
        'gamma': [1,3],
        'subsample': [0.1,.4,1.0],
        'colsample_bytree': [1.0],
        'max_depth': [10,20],
        }                           

jobs = 8
model = GridSearchCV(model,param_grid=param,cv=kfold,scoring=scorer,pre_dispatch=jobs*2,n_jobs=jobs,verbose=5).fit(x_train,y_train)
</code></pre>

<p><strong>Returns:</strong>
UserWarning: A worker stopped while some jobs were given to the executor. This can be caused by a too short worker timeout or by a memory leak.
  "timeout or by a memory leak.", UserWarning</p>

<p><strong>OR</strong></p>

<p>TerminatedWorkerError: A worker process managed by the executor was unexpectedly terminated. This could be caused by a segmentation fault while calling the function or by an excessive memory usage causing the Operating System to kill the worker. The exit codes of the workers are {SIGKILL(-9)}</p>
