using Pkg
pkg"add SVMLightWriter"using SVMLightWriter, SparseArrays
x = [0 2; 3.1 4.2]
y = [1, -1]
x_sp = sparse(x)You can dump a dense or sparse array to an IOBuffer or a file
dump_svmlight_file(x, y, IOBuffer())
dump_svmlight_file(x_sp, y, IOBuffer())
dump_svmlight_file(x, y, "tmp.svmlight")