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[BUG] Tutorial 4 error. GPU running out of memory #5

@eborin

Description

@eborin

Describe the bug
Tutorial 4 fails on a laptop with a NVidia MX450 GPU. The error message suggests the GPU is running out of memory.
We did some debugging and it seems the make_blobs function, at the first code block, is allocating lots of memory on the GPU, even if the n_samples parameter is small (e.g., n_samples = 5).

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