title: How to create a scikit learn dataset?
body: <p>I have an array where the first columns are classes (in integer form), and the rest of the columns are features.</p>
  
  <p>SG like this</p>
  
  <pre><code>1,0,34,23,2
  0,0,21,11,0
  3,11,2,11,1
  </code></pre>
  
  <p>How can I turn this into a scikit compatible dataset, so I can call sg like
  mydataset = datasets.load_mydataset()?</p>