LinearRegression returns error for 1e7 elements

[AlexeyPechnikov]

dask_ml.linear_model.LinearRegression doesn't work for 1e7 elements (while it works for size = 1e6):

from sklearn.pipeline import make_pipeline
from dask_ml.preprocessing import StandardScaler
from dask_ml.linear_model import LinearRegression

size = 1e7
X = dask.array.arange(2*size).reshape(-1,2)
y = dask.array.arange(size).reshape(-1,1)
reg = make_pipeline(StandardScaler(), LinearRegression())
reg.fit(X, y)

sklearn.linear_model.LinearRegression works well for the same case:

from sklearn.pipeline import make_pipeline
#from dask_ml.preprocessing import StandardScaler
#from dask_ml.linear_model import LinearRegression
from sklearn.linear_model import LinearRegression
from sklearn.preprocessing import StandardScaler

size = 1e7
X = dask.array.arange(2*size).reshape(-1,2)
y = dask.array.arange(size).reshape(-1,1)
reg = make_pipeline(StandardScaler(), LinearRegression())
reg.fit(X, y)