How to use very large dataset in RNN TensorFlow?

I have a very large dataset: 7.9 GB of CSV files. 80% of which shall serve as the training data, and the remaining 20% shall serve as test data. When I'm loading the training data (6.2 GB), I'm having MemoryError at the 80th iteration (80th file). Here's the script I'm using in loading the data:

import pandas as pd
import os

col_names = ['duration', 'service', 'src_bytes', 'dest_bytes', 'count', 'same_srv_rate',
        'serror_rate', 'srv_serror_rate', 'dst_host_count', 'dst_host_srv_count',
        'dst_host_same_src_port_rate', 'dst_host_serror_rate', 'dst_host_srv_serror_rate',
        'flag', 'ids_detection', 'malware_detection', 'ashula_detection', 'label', 'src_ip_add',
        'src_port_num', 'dst_ip_add', 'dst_port_num', 'start_time', 'protocol']

# create a list to store the filenames
files = []

# create a dataframe to store the contents of CSV files
df = pd.DataFrame()

# get the filenames in the specified PATH
for (dirpath, dirnames, filenames) in os.walk(path):
    ''' Append to the list the filenames under the subdirectories of the <path> '''
    files.extend(os.path.join(dirpath, filename) for filename in filenames)

for file in files:
    df = df.append(pd.read_csv(filepath_or_buffer=file, names=col_names, engine='python'))
    print('Appending file : {file}'.format(file=files[index]))

pd.set_option('display.max_colwidth', -1)
print(df)

There are 130 files in the 6.2 GB worth of CSV files.