I don't think you will find libraries for this. Just load the matrix little by little. Maybe this can help http://stackoverflow.com/questions/14551451/processing-a-very-very-big-data-set-in-python-memory-error …
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I will very soon look for some Deep Learning position in a startup or tech company


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nice and good luck!
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I benchmark deep learning models for my PhD for use in the manufacturing industry
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so maybe see you at NIPS 2017