Is it possible to use data stored in Sframe to train e.g., a Random Forest, of scikit-learn implementation without converting the whole dataset to numpy?
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No. I also think it is even impossible with the more equal SArray. sklearn/numpy is using a lot of assumptions about the data, so if your data-format just differ in one aspect it is not going to work. – sascha May 13 '16 at 21:49
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According by Turi-forum:
"If you use the most recent version of SFrame (which only became available via pip yesterday) you can use the tonumpy function to create an ndarray from an SFrame."

Miklós Molnár
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It is seems this solution needs the Graphlab create library, which is not longer available, I wonder how would be the solution to use only SFrame open source. – Germán Alfaro Mar 22 '17 at 09:05