SMOTENC MemoryError

[MokaddemMouna]

Hi,
I have an imbalanced dataset which contains continuous and categorical features. I am trying to use SMOTENC to oversample my minor class. I give SMOTENC the raw categorical features (strings). When I run this with a tiny subset of my origianl dataset (about 188 samples), it works fine and generates new samples with raw categorical features. But when I run it on the original dataset (~3M), I have the below error.
When I see (42507, 72255), as if the algorithm is one hot encoding my raw categorical features under the hood. This is something that i cannot understand as the original paper of SMOTE talks about median of standard deviation of continous features for the categorical features. So categorical features don't need to encoded before passing them to SMOTENC. When debugging, I found out that when the std = 0, there is some calculus done with the ohe to include in the distance as far as I understand. But the below line generates an error when trying to put together the samples of the minority class and their corresponding neighbors:

# convert to dense array since scipy.sparse doesn't handle 3D
        nn_data = (nn_data.toarray() if sparse.issparse(nn_data) else nn_data)

Here's my code and the error.

oversample = SMOTENC(categorical_features=[0, 1, 2, 3, 4, 11, 12],
                         k_neighbors=5,
                         sampling_strategy={1: 60000},
                         n_jobs=8)
    undersample = RandomUnderSampler(sampling_strategy={0: 120000})
    x_train, y_train = oversample.fit_resample(x_tot, y_tot)
    x_train, y_train = undersample.fit_resample(x_train, y_train)

File "/home/manou/anaconda3/lib/python3.7/site-packages/scipy/sparse/base.py", line 1189, in _process_toarray_args
   return np.zeros(self.shape, dtype=self.dtype, order=order)
MemoryError: Unable to allocate 22.9 GiB for an array with shape (42507, 72255) and data type float64

[hayesall]

I'd need the full error traceback.

This looks like a scipy error currently (the MemoryError is being raised from scipy.sparse.base.spmatrix._process_toarray_args)

[glemaitre]

I am closing this issue because I opened #771.

Basically, we should investigate if there is the need to convert the sparse matrix to a dense array that make things blow up because of the OHE.