If you have a list of lists, you only needed to use ...

import numpy as np
...
npa = np.asarray(someListOfLists, dtype=np.float32)

per this LINK in the scipy / numpy documentation. You just needed to define dtype inside the call to asarray.

As you discovered, np.array tries to create a 2d array when given something like

 A = np.array([[1,2],[3,4]],dtype=object)

You have apply some tricks to get around this default behavior.

One is to make the sublists variable in length. It can't make a 2d array from these, so it resorts to the object array:

In [43]: A=np.array([[1,2],[],[1,2,3,4]])
In [44]: A
Out[44]: array([[1, 2], [], [1, 2, 3, 4]], dtype=object)

And you can then append values to each of those lists:

In [45]: for i in A: i.append(34)
In [46]: A
Out[46]: array([[1, 2, 34], [34], [1, 2, 3, 4, 34]], dtype=object)

np.empty also creates an object array:

In [47]: A=np.empty((3,),dtype=object)
In [48]: A
Out[48]: array([None, None, None], dtype=object)

But you then have to be careful how you change the elements to lists. np.fill is tempting, but has problems:

In [49]: A.fill([])
In [50]: A
Out[50]: array([[], [], []], dtype=object)
In [51]: for i in A: i.append(34)
In [52]: A
Out[52]: array([[34, 34, 34], [34, 34, 34], [34, 34, 34]], dtype=object)

It turns out that fill puts the same list in all slots, so modifying one modifies all the others. You can get the same problem with a list of lists:

In [53]: B=[[]]*3
In [54]: B
Out[54]: [[], [], []]
In [55]: for i in B: i.append(34)
In [56]: B
Out[56]: [[34, 34, 34], [34, 34, 34], [34, 34, 34]]

The proper way to initial the empty A is with an iteration, e.g.

In [65]: A=np.empty((3,),dtype=object)
In [66]: for i,v in enumerate(A): A[i]=[v,i]
In [67]: A
Out[67]: array([[None, 0], [None, 1], [None, 2]], dtype=object)
In [68]: for v in A: v.append(34)
In [69]: A
Out[69]: array([[None, 0, 34], [None, 1, 34], [None, 2, 34]], dtype=object)

It's a little unclear from the question and comments whether you want to append to the lists, or append lists to the array. I've just demonstrated appending to the lists.

There is an np.append function, which new users often misuse. It isn't a substitute for list append. It is a front end to np.concatenate. It is not an in-place operation; it returns a new array.

Also defining a list to add with it can be tricky:

In [72]: np.append(A,[[1,23]])
Out[72]: array([[None, 0, 34], [None, 1, 34], [None, 2, 34], 1, 23],     dtype=object)

You need to construct another object array to concatenate to the original, e.g.

In [76]: np.append(A,np.empty((1,),dtype=object))
Out[76]: array([[None, 0, 34], [None, 1, 34], [None, 2, 34], None], dtype=object)

In all of this, an array of lists is harder to construct than a list of lists, and no easier, or faster, to manipulate. You have to make it a 2d array of lists to derive some benefit.

In [78]: A[:,None]
Out[78]: 
array([[[None, 0, 34]],
       [[None, 1, 34]],
       [[None, 2, 34]]], dtype=object)

You can reshape, transpose, etc an object array, where as creating and manipulating a list of lists of lists gets more complicated.

In [79]: A[:,None].tolist()
Out[79]: [[[None, 0, 34]], [[None, 1, 34]], [[None, 2, 34]]]

===

As shown in https://stackoverflow.com/a/57364472/901925, np.frompyfunc is a good tool for creating an array of objects.

np.frompyfunc(list, 0, 1)(np.empty((3,2), dtype=object))  

If your list of lists contains lists with varying number of elements then the answer of Ignacio Vazquez-Abrams will not work. Instead there are at least 3 options:

1) Make an array of arrays:

x=[[1,2],[1,2,3],[1]]
y=numpy.array([numpy.array(xi) for xi in x])
type(y)
>>><type 'numpy.ndarray'>
type(y[0])
>>><type 'numpy.ndarray'>

2) Make an array of lists:

x=[[1,2],[1,2,3],[1]]
y=numpy.array(x)
type(y)
>>><type 'numpy.ndarray'>
type(y[0])
>>><type 'list'>

3) First make the lists equal in length:

x=[[1,2],[1,2,3],[1]]
length = max(map(len, x))
y=numpy.array([xi+[None]*(length-len(xi)) for xi in x])
y
>>>array([[1, 2, None],
>>>       [1, 2, 3],
>>>       [1, None, None]], dtype=object)

if you wish to use a list of lists:

import numpy as np
l = [[1,2,3],[2,3,4],[3,4,5]]
np.array(l)
# array([[1, 2, 3],
#        [2, 3, 4],
#        [3, 4, 5]])

if you have multiple list of same dimension:

import numpy as np
l1 = [1,2,3]
l2 = [2,3,4]
l3 = [3,4,5]
np.array([l1, l2, l3])
# array([[1, 2, 3],
#        [2, 3, 4],
#        [3, 4, 5]])