There's a usage note on 記憶 that compares the two, although I feel like it's mixing up 思い出 and 思い出す a bit.
I'll give you quote from a post on JLSE:
"記憶 is a neutral term for memory. It can be of any while ago, from sub-mili-seconds or shorter to milleniums or longer. It can be used for physical effects like hysteresis effects or memory on an electronic device. It can be used for humans as well.
思い出 is subjective. It implies nostalgia, good memories or bad memories. The past it is referring to is usually between a few days to a lifespan of time ago. The subject of it is usually humans"
It's not the best explanation imo, but if you take a look at a few examples, I think the difference becomes quite clear:
✅ その旅行は、よい思い出になった。
❌ その旅行は、よい記憶になった。
❌ 事故で、一時的に思い出を失った。
✅ 事故で、一時的に記憶を失った。
PS: I think the noun 思い gives you a lot of hints to the nuance/meaning of 思い出. Anyway, the two feel very different to me. As much as "a recollection" and "a fond memory". Same general domain, very different nuance.
