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NeuralFit running out of memory

I am trying to use Mathematica Neural Network package to solve some
classification problem but running out of memory during this call:

NeuralFit[net, in, out]

The amount of training data I have is moderate (10389 rows, 120 inputs
and 6 outputs):

In[16]:= Dimensions[in]
Out[16]= {10389, 120}
In[18]:= Dimensions[out]
Out[18]= {10389, 6}

The network have 2 layers with 15 and 5 neurons:

net = InitializeFeedForwardNet[in, out, {15, 5}, OutputNonlinearity ->

I am repeatedly getting "No more memory available" (and suggestion to
use 64 bit version on Mac, pointing to a broken link, which does not
apply anyway since I have a Home Edition).

I tried to contact support, but they are taking too long to resolve
this, so I wondering is somebody else have seen similar problem.

I am do not see why it should need too much memory for this kind of
network. I suspect maybe there is a bug in training algorithm


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