Feature Request: Support for Pandas `Categorical`
We already have a ClassLabel type that does this kind of mapping between the label ids (integers) and actual label values (strings).

I wonder if actually we should use the DictionaryType from Arrow and the Categorical type from pandas for the `datasets` ClassLabel feature type.
Currently ClassLabel corresponds to `pa.int64()` in pyarrow and `dtype('int64')` in pandas (so the label names are lost during conversions).

What do you think ? Now that I've heard you explain ClassLabel, that makes a lot of sense!  While DictionaryType for Arrow (I think) can have arbitrarily typed keys, so it won't cover all potential cases, pandas' Category is *probably* the most common use for that pyarrow type, and ClassLabel should match that perfectly?

Other thoughts:

- changing the resulting patype on ClassLabel might be backward-incompatible?  I'm not totally sure if users of the `datasets` library tend to directly access the `patype` attribute (I don't think we really do, but we haven't been using it for very long yet).
- would ClassLabel's dtype change to `dict[int64, string]`?  It seems like in practice a ClassLabel (when not explicitly specified) would be constructed from the DictionaryType branch of `generate_from_arrow_type`, so it's not totally clear to me that anyone ever actually accesses/uses that dtype?
- I don't quite know how `.int2str` and `.str2int` are used in practice - would those be kept?  Perhaps the implementation might actually be substantially smaller if we can just delegate to pyarrow's dict methods?

Another idea that just occurred to me: add a branch in here to generate a ClassLabel if the dict key is int64 and the values are string: https://github.com/huggingface/datasets/blob/master/src/datasets/features.py#L932 , and then don't touch anything else.

In practice, I don't think this would be backward-incompatible in a way anyone would care about since the current behavior just throws an exception, and this way, we could support *reading* a pandas Categorical into a `Dataset` as a ClassLabel.  I *think* from there, while it would require some custom glue it wouldn't be too hard to convert the ClassLabel into a pandas Category if we want to go back - I think this would improve on the current behavior without risking changing the behavior of ClassLabel in a backward-incompat way.

Thoughts?  I'm not sure if this is overly cautious.  Whichever approach you think is better, I'd be happy to take it on!
 I think we can first keep the int64 precision but with an arrow Dictionary for ClassLabel, and focus on the connection with arrow and pandas.

In this scope, I really like the idea of checking for the dictionary type:

> Another idea that just occurred to me: add a branch in here to generate a ClassLabel if the dict key is int64 and the values are string: https://github.com/huggingface/datasets/blob/master/src/datasets/features.py#L932 , and then don't touch anything else.

This looks like a great start.

Then as you said we'd have to add the conversion from classlabel to the correct arrow dictionary type. Arrow is already able to convert from arrow Dictionary to pandas Categorical so it should be enough.

I can see two things that we must take case of to make this change backward compatible:
- first we must still be able to load an arrow file with arrow int64 dtype and `datasets` ClassLabel type without crashing. This can be fixed by casting the arrow int64 array to an arrow Dictionary array on-the-fly when loading the table in the ArrowReader.
- then we still have to return integers when accessing examples from a ClassLabel column. Currently it would return the strings values since it's based on the pandas behavior for converting from pandas to python/numpy. To do so we just have to adapt the python/numpy extractors in formatting.py (it takes care of converting an arrow table to a dictionary of python objects by doing arrow table -> pandas dataframe -> python dictionary)

Any help on this matter is very much welcome :)
```
from datasets import Dataset
import pandas as pd
import pyarrow

df = pd.DataFrame(pd.Series(["a", "b", "c", "a"], dtype="category"))
pyarrow.Table.from_pandas(df)
Dataset.from_pandas(df)
# Throws NotImplementedError
# TODO(thom) this will need access to the dictionary as well (for labels). I.e. to the py_table
```

I'm curious if https://github.com/huggingface/datasets/blob/master/src/datasets/features.py#L796 could be built out in a way similar to `Sequence`?

e.g. a `Map` class (or whatever name the maintainers might prefer) that can accept:

```
index_type = generate_from_arrow_type(pa_type.index_type)
value_type = generate_from_arrow_type(pa_type.value_type)
```

and then additional code points to modify:

- FeatureType: https://github.com/huggingface/datasets/blob/master/src/datasets/features.py#L694
- A branch to handle Map in get_nested_type: https://github.com/huggingface/datasets/blob/master/src/datasets/features.py#L719
- I don't quite understand what `encode_nested_example` does but perhaps a branch there? https://github.com/huggingface/datasets/blob/master/src/datasets/features.py#L755
- Similarly, I don't quite understand why `Sequence` is used this way in `generate_from_dict`, but perhaps a branch here? https://github.com/huggingface/datasets/blob/master/src/datasets/features.py#L775

I couldn't find other usages of `Sequence` outside of defining specific datasets, so I'm not sure if that's a comprehensive set of touchpoints.