I'm just starting to work on a relatively large dataset after ML course in Coursera. Trying to work on https://archive.ics.uci.edu/ml/datasets/YearPredictionMSD. Got an accuracy of 5.2 in training and test set with linear regression using gradient descent in octave.
I tried adding all possible quadratic features (515345 instances and 4275 features), but the code just won't stop executing in my HP Pavilion g6 2320tx, with 4GB RAM in Ubuntu 14.04.
Is this beyond the data size capacity of Octave ?