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assuming, the 1st number in your csv is the class label, you should try like this:

Ptr<ml::TrainData> tdata = ml::TrainData::loadFromCSV("my.csv",0,0,1);
Mat data   = tdata->getTrainSamples();
Mat labels = tdata->getTrainResponses();
labels.convertTo(labels, CV_32S); // integer labels needed for classification

svm->train(data, ROW_SAMPLE, labels);