Is there any support in sklearn to use Panda's Categorical datatype directly in fitting models? From what I've seen sklearn does not support this datatype which is unfortunate because the Categorical datatype both encodes categorical data and contains the mapping scheme of the data. In addition categorical encoding is purely a data handling/processing problem so it seems more natural that it would be handled by Pandas. Note I realize there are several methods to encode categorical variables in Pandas and sklearn - that's not what I'm asking about. Continue reading...
