Answering this question it turned out that df.groupby(...).agg(set) and df.groupby(...).agg(lambda x: set(x)) are producing different results.
OK what is happening here is that set isn't being handled as it's not is_list_like in _aggregate:
elif is_list_like(arg) and arg not in compat.string_types:
see source
this isn't is_list_like so it returns None up the call chain to end up at this line:
results.append(colg.aggregate(a))
see source
this raises TypeError as TypeError: 'type' object is not iterable
which then raises:
if not len(results):
raise ValueError("no results")
see source
so because we have no results we end up calling _aggregate_generic:
see source
this then calls:
result[name] = self._try_cast(func(data, *args, **kwargs)
see source
This then ends up as:
(Pdb) n
> c:\programdata\anaconda3\lib\site-packages\pandas\core\groupby.py(3779)_aggregate_generic()
-> return self._wrap_generic_output(result, obj)
(Pdb) result
{1: {'user_id', 'instructor', 'class_type'}, 2: {'user_id', 'instructor', 'class_type'}, 3: {'user_id', 'instructor', 'class_type'}, 4: {'user_id', 'instructor', 'class_type'}}
I'm running a slightly different version of pandas but the equivalent source line is https://github.com/pandas-dev/pandas/blob/v0.22.0/pandas/core/groupby.py#L3779
So essentially because set doesn't count as a function or an iterable, it just collapses to calling the ctor on the series iterable which in this case are the columns, you can see the same effect here:
In [8]:
df.groupby('user_id').agg(lambda x: print(set(x.columns)))
{'class_type', 'instructor', 'user_id'}
{'class_type', 'instructor', 'user_id'}
{'class_type', 'instructor', 'user_id'}
{'class_type', 'instructor', 'user_id'}
Out[8]:
class_type instructor
user_id
1 None None
2 None None
3 None None
4 None None
but when you use the lambda which is an anonymous function this works as expected.