title: Use list of csr_matrix to train SGDClassifier
body: <p>I've a list <code>X_train</code> (>20000 elements) with each element being a sparse scipy <code>csr_matrix</code> created by <code>HashingVectorizer.transform()</code>.</p>
  
  <p>My <code>HashingVectorizer.transform()</code> does line by line transformation of the input file and appends it to the list X_train.</p>
  
  <p>I'm trying to train a <code>SGDClassifier</code> using X_train but I get the error:</p>
  
  <p><code>ValueError: setting an array element with a sequence</code>.</p>
  
  <p>How can I train the SGDClassifier without having to do a CPU or memory intensive operation?</p>