Following code runs fine on 0.13.1, fails with MemoryError on 0.14.1:

import numpy
import scipy.sparse

M = 50000
N = 10

X = scipy.sparse.rand(M, N, density=0.001)
y = numpy.random.random(M)

from sklearn.linear_model import RidgeCV
mod = RidgeCV()
mod.fit(X, y)