Support None as a choice in CategoricalHyperParameters

[pvk-developer]

At the moment we can't use None as a category. In order to be able to use None OneHotEncoder fit values must be transformed to objects, also the categories must be specified during instantiation.

choices = [None, 'mse', 'mae']
choices = np.array(choices, dtype='object')
ohe = OneHotEncoder(categories=[choices], sparse=False)
ohe.fit(choices.reshape(-1, 1))
ohe.inverse_transform(values.astype('object'))
ohe._encoder.transform(values.astype('object')).astype(int)