DataFrame.sparse.to_coo() should raise when the fill_value is not zero, since scipy.sparse only supports filling with 0.

In [21]: df = pd.DataFrame({"A": pd.SparseArray([1, 1, 1, 2], fill_value=1)}) In [22]: df.sparse.to_coo().todense() Out[22]: matrix([[0], [0], [0], [2]])

That's incorrect. It should instead raise a ValueError with a nice message.