Cannot create a column from <class 'pandas.core.arrays.sparse.array.SparseArray'>

- Did you find a bug in datatable, or maybe the bug found you?
When I try to import a sparse dataframe into datatable, I get the following error:
TypeError: Cannot create a column from

I'm getting this error by sending a a one hot encoded dataframe(using pandas get_dummies):

import datatable as dt
DT2 = dt.Frame(one_hot)

My table is about 2M rows and 29k columns, the 30k columns are sparse.
dtypes: Sparse[uint8, 0](29182), object(1)
memory usage: 63.0+ MB

- How to reproduce the bug?
I suspect this problem will occur when loading sparse data into datatable.

- What was the expected behavior?
The hope is that the DF gets loaded into Datatables so I can experiment(my end goal is to do a groupby but currently it's super slow using the pandas approach - this library was suggested to me).

- Your environment?
linux

- Tag the issue with `[bug]` or `[segfault]` (depending on whether it crashes
Python or not).

- Thank you for contributing, and sorry for the inconvenience.

Thank you and let me know if you need any further details.