To reformat ezyang’s answer as a simple function,
def to_sparse(x):
    """ converts dense tensor x to sparse format """
    x_typename = torch.typename(x).split('.')[-1]
    sparse_tensortype = getattr(torch.sparse, x_typename)

    indices = torch.nonzero(x)
    if len(indices.shape) == 0:  # if all elements are zeros
        return sparse_tensortype(*x.shape)
    indices = indices.t()
    values = x[tuple(indices[i] for i in range(indices.shape[0]))]
    return sparse_tensortype(indices, values, x.size())