I have a data frame with a hierarchical index in axis 1 (columns) (from a groupby.agg
operation):
USAF WBAN year month day s_PC s_CL
The easiest and most intuitive solution for me was to combine the column names using get_level_values. This prevents duplicate column names when you do more than one aggregation on the same column:
level_one = df.columns.get_level_values(0).astype(str)
level_two = df.columns.get_level_values(1).astype(str)
df.columns = level_one + level_two
If you want a separator between columns, you can do this. This will return the same thing as Seiji Armstrong's comment on the accepted answer that only includes underscores for columns with values in both index levels:
level_one = df.columns.get_level_values(0).astype(str)
level_two = df.columns.get_level_values(1).astype(str)
column_separator = ['_' if x != '' else '' for x in level_two]
df.columns = level_one + column_separator + level_two
I know this does the same thing as Andy Hayden's great answer above, but I think it is a bit more intuitive this way and is easier to remember (so I don't have to keep referring to this thread), especially for novice pandas users.
This method is also more extensible in the case where you may have 3 column levels.
level_one = df.columns.get_level_values(0).astype(str)
level_two = df.columns.get_level_values(1).astype(str)
level_three = df.columns.get_level_values(2).astype(str)
df.columns = level_one + level_two + level_three