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@JustinZhengBC The pd.DataFrame(df) instead of pd.SparseDataFrame(df) is on purpose, as I was testing the sparse support in a normal DataFrame. That was not fully clear from the issue.
Normal DataFrames also support storing sparse columns in it:
In [14]: type(df2)
Out[14]: pandas.core.frame.DataFrame
In [15]: df2.dtypes
Out[15]:
a Sparse[int64, 0]
b Sparse[int64, 0]
c Sparse[int64, 0]
dtype: object
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