In Jupyter Notebook, I tried to pass a large amount of data (about 2.3 GB) to Statsmodels's KDEUnivariate.fit (https://www.statsmodels.org/dev/generated/statsmodels.nonparametric.kde.KDEUnivariate.fit.html#statsmodels.nonparametric.kde.KDEUnivariate.fit) with kernel='cos'. In the Notebook, I got a MemoryError exception and traceback (which unfortunately I have since lost).

In the terminal where I was running the Jupyter server, the Python 3.7 kernel spat out:

Python(86244,0x7fff91104380) malloc: *** mach_vm_map(size=465845322670080) failed (error code=3)
*** error: can't allocate region
*** set a breakpoint in malloc_error_break to debug

The MemoryError coming up in the Notebook interface is the correct behavior, but I wanted to bring to your attention that the malloc junk on stderr happens even outside of Python's tests.

I'm on macOS 10.13.5.