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Regression in .loc with missing key on Categorical axis #21705

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@toobaz

Description

@toobaz

Code Sample, a copy-pastable example if possible

In [2]: df = pd.DataFrame(-1, index=range(3), columns=list('abcd'))

In [3]: df.loc[:, list('abe')]
/home/nobackup/repo/pandas/pandas/core/indexing.py:1504: FutureWarning: 
Passing list-likes to .loc or [] with any missing label will raise
KeyError in the future, you can use .reindex() as an alternative.

See the documentation here:
https://pandas.pydata.org/pandas-docs/stable/indexing.html#deprecate-loc-reindex-listlike
  return self._getitem_tuple(key)
Out[3]: 
   a  b   e
0 -1 -1 NaN
1 -1 -1 NaN
2 -1 -1 NaN

In [4]: df.columns = df.columns.astype('category')

In [5]: df.loc[:, list('abe')]
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-5-f046079c7cb9> in <module>()
----> 1 df.loc[:, list('abe')]

/home/nobackup/repo/pandas/pandas/core/indexing.py in __getitem__(self, key)
   1502             except (KeyError, IndexError):
   1503                 pass
-> 1504             return self._getitem_tuple(key)
   1505         else:
   1506             # we by definition only have the 0th axis

/home/nobackup/repo/pandas/pandas/core/indexing.py in _getitem_tuple(self, tup)
    894                 continue
    895 
--> 896             retval = getattr(retval, self.name)._getitem_axis(key, axis=i)
    897 
    898         return retval

/home/nobackup/repo/pandas/pandas/core/indexing.py in _getitem_axis(self, key, axis)
   1910                     raise ValueError('Cannot index with multidimensional key')
   1911 
-> 1912                 return self._getitem_iterable(key, axis=axis)
   1913 
   1914             # nested tuple slicing

/home/nobackup/repo/pandas/pandas/core/indexing.py in _getitem_iterable(self, key, axis)
   1211             # A collection of keys
   1212             keyarr, indexer = self._get_listlike_indexer(key, axis,
-> 1213                                                          raise_missing=False)
   1214             return self.obj._reindex_with_indexers({axis: [keyarr, indexer]},
   1215                                                    copy=True, allow_dups=True)

/home/nobackup/repo/pandas/pandas/core/indexing.py in _get_listlike_indexer(self, key, axis, raise_missing)
   1148         # if it cannot handle:
   1149         indexer, keyarr = ax._convert_listlike_indexer(key,
-> 1150                                                        kind=self.name)
   1151         # We only act on all found values:
   1152         if indexer is not None and (indexer != -1).all():

/home/nobackup/repo/pandas/pandas/core/indexes/base.py in _convert_listlike_indexer(self, keyarr, kind)
   1670             keyarr = self._convert_arr_indexer(keyarr)
   1671 
-> 1672         indexer = self._convert_list_indexer(keyarr, kind=kind)
   1673         return indexer, keyarr
   1674 

/home/nobackup/repo/pandas/pandas/core/indexes/category.py in _convert_list_indexer(self, keyarr, kind)
    622         if (indexer == -1).any():
    623             raise KeyError(
--> 624                 "a list-indexer must only "
    625                 "include values that are "
    626                 "in the categories")

KeyError: 'a list-indexer must only include values that are in the categories'

Problem description

I don't have time to bisect now, but I guess this is due to #21569 (or alternatively #21594).

However I don't think the fix should be (another special case) in core/indexing.py, but rather in Categorical code, which once more is artificially limiting the ability of interfacing with missing categories, something we should avoid at least in the internals.

(More in general, it is annoying that a specific kind of index performs, on given - public and private - methods, differently from all other kinds)

Expected Output

Out[3]:

(Unless we decide that our deprecation cycle for missing keys in .loc immediately affects Categorical axes, and document this...)

Output of pd.show_versions()

INSTALLED VERSIONS

commit: dc45fba
python: 3.5.3.final.0
python-bits: 64
OS: Linux
OS-release: 4.9.0-6-amd64
machine: x86_64
processor:
byteorder: little
LC_ALL: None
LANG: it_IT.UTF-8
LOCALE: it_IT.UTF-8

pandas: 0.24.0.dev0+193.gdc45fbafe
pytest: 3.5.0
pip: 9.0.1
setuptools: 39.2.0
Cython: 0.25.2
numpy: 1.14.3
scipy: 0.19.0
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: 1.5.6
patsy: 0.5.0
dateutil: 2.7.3
pytz: 2018.4
blosc: None
bottleneck: 1.2.0dev
tables: 3.3.0
numexpr: 2.6.1
feather: 0.3.1
matplotlib: 2.2.2.post1153+gff6786446
openpyxl: 2.3.0
xlrd: 1.0.0
xlwt: 1.3.0
xlsxwriter: 0.9.6
lxml: 4.1.1
bs4: 4.5.3
html5lib: 0.999999999
sqlalchemy: 1.0.15
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: 0.2.1
gcsfs: None

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CategoricalCategorical Data TypeIndexingRelated to indexing on series/frames, not to indexes themselvesNeeds TestsUnit test(s) needed to prevent regressionsgood first issue

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