Bypassing writing to disk with python wrapper

[CarloNicolini]

First of all, what a great library is this! Really congrats!

I am using it on a classification problem with the python wrapper, as I wrote a small scikit-learn wrapper around it. However I believe that the great speedup achieved by the rust code is a bit hindered by passing around sparse arrays to disk.

Is there a way to pass directly the training features to the rust code without having to access the disk? Using a scipy.sparse.csr_matrix with its indices and values triple would be great.