I recently had this issue with a large dataframe and its associated multi index. This simplified example will demonstrate the issue.
import pandas as pd imp
You can make the MultiIndex unique by
df_slice.index = pd.MultiIndex.from_tuples(df_slice.index.unique(), names=idx.names)
which yields the index
MultiIndex(levels=[[u'A', u'B'], [5]], labels=[[0, 1], [0, 0]])