+In previous versions, grouping by 1 or more categorical columns would result in an index that was the cartesian product of all of the categories for each grouper, not just the observed values. This is inconsistent with output for other dtypes, can potentially cast to different dtypes (as missing values are introduced), and could cause a huge frame to be generated. Pandas will now return only the observed values, regardless if grouping on a categorical column; note that the categorical dtype is *still* preserved. You will still have a categorical columns (:issue:`14942`). This reverts issues (:issue:`10132`, :issue:`8138`, :issue:`14942`, :issue:`15217`, :issue:`17594`)
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