Copying Xf into features. In this case, Xf is a scipy.sparse.csr_matrix and features is a dok_matrix.
nz_indices = Xf.nonzero()
for ix, jx in zip(nz_indices[0], nz_indices[1]):
features[ix, jx] = Xf[ix, jx]
Notes:
1. When I checked, the assignment of a 0 to an element of a dok_matrix resulted in a crash. So 0 assignments have to be avoided.
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