Your notebook tried to allocate more memory than is available. It has restarted

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I was getting started with TalkingData AdTracking, my first entry to Kaggle competitions. The first line was pd.read_csv() and I got this error

Your notebook tried to allocate more memory than is available. It has restarted

I thought my code was run in the cloud and that I don't have to worry about the memory requirements. Can someone help me with that?

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