Pandas sparse dataFrame to sparse matrix, without generating a dense matrix in memory

Question

Is there a way to convert from a pandas.SparseDataFrame to scipy.sparse.csr_matrix, without generating a dense matrix in memory?

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Answer 1

Pandas docs talks about an experimental conversion to scipy sparse, SparseSeries.to_coo:

http://pandas-docs.github.io/pandas-docs-travis/sparse.html#interaction-with-scipy-sparse

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edit - this is a special function from a multiindex, not a data frame. See the other answers for that. Note the difference in dates.

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As of 0.20.0, there is a sdf.to_coo() and a multiindex ss.to_coo(). Since a sparse matrix is inherently 2d, it makes sense to require multiindex for the (effectively) 1d dataseries. While the dataframe can represent a table or 2d array.

When I first responded to this question this sparse dataframe/series feature was experimental (june 2015).