Input and output format in weka has brought a big headache for me, as it only seems to take input from .arff and .cvs file. How do I directly convert java objects into Instances? Right now I am just writing Java objects into a .arff file and then read the file into weka Instances. Is this the right way to do it?
This link (in part) describes creating an Instance object. Instead of writing your data to a .arff file and then reading it, you can skip the middle man.
You may find this question (Define input data for clustering using WEKA API) helpful for a concrete example of creating an Instances object from Java.