Hello everyone !
I had a memory leak problem during the yarn build step ! I was trying to install Redash V.10.0.1 on a 2 GB (RAM) VM (Ubuntu 20.04). The only problem was the memory leak because Redash needs 4 GB (RAM) to be installed.
The error 137 means a leak of memory so you have to upgrade your RAM. But there is another solution to bypass it and install Redash without any kind of upgrade : swap memory, which uses part of your harddisk for temporary memory.
# Confirm you have no swap
sudo swapon -s
# Allocate 1GB (or more if you wish) in /swapfile
sudo fallocate -l 1G /swapfile
# Make it secure
sudo chmod 600 /swapfile
ls -lh /swapfile
# Activate it
sudo mkswap /swapfile
sudo swapon /swapfile
# Confirm again there's indeed more memory now
free -m
sudo swapon -s
# Configure fstab to use swap when instance restart
sudo nano /etc/fstab
# Add this line to /etc/fstab, save and exit
/swapfile none swap sw 0 0
# Change swappiness to 10, so that swap is used only when 10% RAM is unused
# The default is too high at 60
echo 10 | sudo tee /proc/sys/vm/swappiness
echo vm.swappiness = 10 | sudo tee -a /etc/sysctl.conf
Enjoy and thanks to @Samwize ! 