Remove duplicate memory of data in _train()

[xybramble]

I run the project and notice in _train() there is a memory usage in process same as memory usage of data. However, data in train_part() (also the return value in concat()) also takes up the memory usage. As the train_part() only uses the list_of_parts, if it is possible to delete the original data after returning the list_of_parts in _train()?

I tried client.cancel() and del but both failed.

[TomAugspurger]

Can you clarify a bit how / where / when you see the duplicate memory? You think that dask-xgboost is retaining a reference to some data so it isn't being garbage collected?