Machine Learning - Classification

Hi:
I'm using this code:
from sklearn.datasets import fetch_openml
mnist = fetch_openml('mnist_784', version=1)

then when I want to use this dataset and write the below code:

from sklearn.model_selection import cross_val_score
cross_val_score(sgd_clf, X_train, y_train_5, cv=3, scoring="accuracy")

I've got this error:
MemoryError:

And I don't know how to fix it.
My system type is 32-bit and I installed Anaconda for this type. Is there a way to solve this problem without turning system type into 64-bit?