This is likely to be a time-out during import of the data. Depending on your server's setup it could be a number of places that the import is timing out.
PHP
The most common is in PHP. You can change the maximum execution time in a number of ways explained here on SO.
Nginx/PHP-FPM timeout
If you are using Apache ignore this. PHP might be happily importing but nginx will give up. This page explains how to fix this.
Apache
I mostly don't deal with this, but if you are using apache and changing the php.ini settings (and restarting apache) does not help, then perhaps there are other settings.