Python MemoryError: cannot allocate array memory

With some help from @J.F. Sebastian I developed the following answer:

train = np.empty([7049,9246])
row = 0
for line in open("data/training_nohead.csv")
    train[row] = np.fromstring(line, sep=",")
    row += 1

Of course this answer assumed prior knowledge of the number of rows and columns. Should you not have this information before-hand, the number of rows will always take a while to calculate as you have to read the entire file and count the \n characters. Something like this will suffice:

num_rows = 0
for line in open("data/training_nohead.csv")
    num_rows += 1

For number of columns if every row has the same number of columns then you can just count the first row, otherwise you need to keep track of the maximum.

num_rows = 0
max_cols = 0
for line in open("data/training_nohead.csv")
    num_rows += 1
    tmp = line.split(",")
    if len(tmp) > max_cols:
        max_cols = len(tmp)

This solution works best for numerical data, as a string containing a comma could really complicate things.