Remove nan-likes from category header

[PGijsbers]

Pandas does not accept None/nan as a category (note: of course it does allow nan-values in the data itself). However outside source (i.e. ARFF files) do allow nan as a category, so we must filter these.

Penguins has the column: @ATTRIBUTE sex {?,FEMALE,MALE,_}

Running

importopenmlpenguins=openml.datasets.get_dataset(42585)
data, *_=penguins.get_data()
print(data.head())

Before:

Traceback (mostrecentcalllast):
File"E:/repositories/openml-python/mwe.py", line4, in<module>data, *_=penguins.get_data()
File"E:\repositories\openml-python\openml\datasets\dataset.py", line693, inget_datadata, categorical, attribute_names=self._load_data()
File"E:\repositories\openml-python\openml\datasets\dataset.py", line531, in_load_datareturnself._cache_compressed_file_from_file(file_to_load)
File"E:\repositories\openml-python\openml\datasets\dataset.py", line488, in_cache_compressed_file_from_filedata, categorical, attribute_names=self._parse_data_from_arff(data_file)
File"E:\repositories\openml-python\openml\datasets\dataset.py", line445, in_parse_data_from_arffself._unpack_categories(X[column_name], categories_names[column_name])
File"E:\repositories\openml-python\openml\datasets\dataset.py", line650, in_unpack_categoriesraw_cat=pd.Categorical(col, ordered=True, categories=categories)
File"E:\repositories\openml-python\venv\lib\site-packages\pandas\core\arrays\categorical.py", line316, in__init__dtype=CategoricalDtype._from_values_or_dtype(
File"E:\repositories\openml-python\venv\lib\site-packages\pandas\core\dtypes\dtypes.py", line330, in_from_values_or_dtypedtype=CategoricalDtype(categories, ordered)
File"E:\repositories\openml-python\venv\lib\site-packages\pandas\core\dtypes\dtypes.py", line222, in__init__self._finalize(categories, ordered, fastpath=False)
File"E:\repositories\openml-python\venv\lib\site-packages\pandas\core\dtypes\dtypes.py", line369, in_finalizecategories=self.validate_categories(categories, fastpath=fastpath)
File"E:\repositories\openml-python\venv\lib\site-packages\pandas\core\dtypes\dtypes.py", line543, invalidate_categoriesraiseValueError("Categorial categories cannot be null")
ValueError: CategorialcategoriescannotbenullProcessfinishedwithexitcode1

After:

 species island culmen_length_mm ... flipper_length_mm body_mass_g sex
0 Adelie Torgersen 39.1 ... 181.0 3750.0 MALE
1 Adelie Torgersen 39.5 ... 186.0 3800.0 FEMALE
2 Adelie Torgersen 40.3 ... 195.0 3250.0 FEMALE
3 Adelie Torgersen NaN ... NaN NaN NaN
4 Adelie Torgersen 36.7 ... 193.0 3450.0 FEMALE
[5 rows x 7 columns]