Sparse MultiIndexed Panel not implemented?
I've been using pd.DataFrame to hold a matrix of collected features for a set of samples.
The data arives as a stream of data points for each sample and is collected sequentially for a fixed amount of
time and each sample's vector holds an aggregated sum.
The matix is used with a few ML algorithms to classify the samples.
For debugging purposes i want to also be abel to maintain an ordered sequence of data points.
For that, instead of holding a sample*feature 2d matrix i thought i should have a sample*index in
sequence*feature 3d matrix, using a pd.Panel. all works well until i switch to a sparse panel, then having
the features MultiIndexed i get a NotImplementedError exception. By removing any one of: Sparse,
MultiIndex, Panel everything works but the three combined fail.
I took a glimpse in the code and it seems there's an raise explicitly for that case. I wanted to know if it's
unsolvable or am i doing something wrong or should do it otherwise.
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