groupby boxplot doesn't work if multiple by's are used

[languitar]

Code Sample, a copy-pastable example if possible

data = pd.DataFrame({'A': [1, 1, 2, 2], 'B': ['a', 'b', 'a', 'b'], 'value': [1, 2, 3, 4]})
data.groupby(['A', 'B']).boxplot()

Problem description

This code fails with an obscure error message from the internals:

KeyError                                  Traceback (most recent call last)
<ipython-input-118-d3ffaf6e9196> in <module>()
----> 1 data.groupby(['A', 'B']).boxplot()

/home/languitar/miniconda2/envs/monitoring/lib/python2.7/site-packages/pandas/tools/plotting.pyc in boxplot_frame_groupby(grouped, subplots, column, fontsize, rot, grid, ax, figsize, layout, **kwds)
   3109                               rot=rot, grid=grid, **kwds)
   3110             ax.set_title(pprint_thing(key))
-> 3111             ret.loc[key] = d
   3112         fig.subplots_adjust(bottom=0.15, top=0.9, left=0.1,
   3113                             right=0.9, wspace=0.2)

/home/languitar/miniconda2/envs/monitoring/lib/python2.7/site-packages/pandas/core/indexing.pyc in __setitem__(self, key, value)
    137         else:
    138             key = com._apply_if_callable(key, self.obj)
--> 139         indexer = self._get_setitem_indexer(key)
    140         self._setitem_with_indexer(indexer, value)
    141

/home/languitar/miniconda2/envs/monitoring/lib/python2.7/site-packages/pandas/core/indexing.pyc in _get_setitem_indexer(self, key)
    124
    125         try:
--> 126             return self._convert_to_indexer(key, is_setter=True)
    127         except TypeError as e:
    128

/home/languitar/miniconda2/envs/monitoring/lib/python2.7/site-packages/pandas/core/indexing.pyc in _convert_to_indexer(self, obj, axis, is_setter)
   1227                 mask = check == -1
   1228                 if mask.any():
-> 1229                     raise KeyError('%s not in index' % objarr[mask])
   1230
   1231                 return _values_from_object(indexer)

There is no hint in the documentation that this could be an illegal operation.

Expected Output

It should just print a boxplot for all groups, or if this really doesn't work, give a real hint why.

Output of pd.show_versions()

``` INSTALLED VERSIONS ------------------ commit: None python: 2.7.12.final.0 python-bits: 64 OS: Linux OS-release: 4.8.8-1-ARCH machine: x86_64 processor: byteorder: little LC_ALL: None LANG: en_US.UTF-8 LOCALE: en_US.UTF-8

pandas: 0.19.0
nose: None
pip: 8.1.2
setuptools: 27.2.0
Cython: None
numpy: 1.11.2
scipy: 0.18.1
statsmodels: None
xarray: None
IPython: 5.1.0
sphinx: None
patsy: None
dateutil: 2.5.3
pytz: 2016.7
blosc: None
bottleneck: None
tables: 3.3.0
numexpr: 2.6.1
matplotlib: 1.5.3
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.8
boto: None
pandas_datareader: None

</details>

[sinhrks]

Thx for the report. Current impl doesn't care multilevel group cases. PR is appreciated.

[shuq007]

Groupby boxplot is not working even when a single 'by' is used
This code is taken from Pandas documentation for 1.0.5 version

df = pd.DataFrame(np.random.randn(10, 2),
                  columns=['Col1', 'Col2'])
df['X'] = pd.Series(['A', 'A', 'A', 'A', 'A',
                     'B', 'B', 'B', 'B', 'B'])
boxplot = df.boxplot(by='X')

Problem description

This code fails with an obscure error message from the internals:
ValueError Traceback (most recent call last)
in
3 df['X'] = pd.Series(['A', 'A', 'A', 'A', 'A',
4 'B', 'B', 'B', 'B', 'B'])
----> 5 boxplot = df.boxplot(by='X')

~/.local/lib/python3.7/site-packages/pandas/plotting/_core.py in boxplot_frame(self, column, by, ax, fontsize, rot, grid, figsize, layout, return_type, backend, **kwargs)
445 layout=layout,
446 return_type=return_type,
--> 447 **kwargs,
448 )
449

~/.local/lib/python3.7/site-packages/pandas/plotting/_matplotlib/boxplot.py in boxplot_frame(self, column, by, ax, fontsize, rot, grid, figsize, layout, return_type, **kwds)
373 layout=layout,
374 return_type=return_type,
--> 375 **kwds,
376 )
377 plt.draw_if_interactive()

~/.local/lib/python3.7/site-packages/pandas/plotting/_matplotlib/boxplot.py in boxplot(data, column, by, ax, fontsize, rot, grid, figsize, layout, return_type, **kwds)
323 ax=ax,
324 layout=layout,
--> 325 return_type=return_type,
326 )
327 else:

~/.local/lib/python3.7/site-packages/pandas/plotting/_matplotlib/boxplot.py in _grouped_plot_by_column(plotf, data, columns, by, numeric_only, grid, figsize, ax, layout, return_type, **kwargs)
204 gp_col = grouped[col]
205 keys, values = zip(*gp_col)
--> 206 re_plotf = plotf(keys, values, ax, **kwargs)
207 ax.set_title(col)
208 ax.set_xlabel(pprint_thing(by))

~/.local/lib/python3.7/site-packages/pandas/plotting/_matplotlib/boxplot.py in plot_group(keys, values, ax)
289 ax.tick_params(axis="both", labelsize=fontsize)
290 if kwds.get("vert", 1):
--> 291 ax.set_xticklabels(keys, rotation=rot)
292 else:
293 ax.set_yticklabels(keys, rotation=rot)

~/anaconda3/lib/python3.7/site-packages/matplotlib/axes/_base.py in wrapper(self, *args, **kwargs)
61
62 def wrapper(self, *args, **kwargs):
---> 63 return get_method(self)(*args, **kwargs)
64
65 wrapper.module = owner.module

~/anaconda3/lib/python3.7/site-packages/matplotlib/cbook/deprecation.py in wrapper(*args, **kwargs)
449 "parameter will become keyword-only %(removal)s.",
450 name=name, obj_type=f"parameter of {func.name}()")
--> 451 return func(*args, **kwargs)
452
453 return wrapper

~/anaconda3/lib/python3.7/site-packages/matplotlib/axis.py in _set_ticklabels(self, labels, fontdict, minor, **kwargs)
1794 if fontdict is not None:
1795 kwargs.update(fontdict)
-> 1796 return self.set_ticklabels(labels, minor=minor, **kwargs)
1797
1798 @cbook._make_keyword_only("3.2", "minor")

~/anaconda3/lib/python3.7/site-packages/matplotlib/axis.py in set_ticklabels(self, ticklabels, minor, **kwargs)
1716 if len(locator.locs) != len(ticklabels) and len(ticklabels) != 0:
1717 raise ValueError(
-> 1718 "The number of FixedLocator locations"
1719 f" ({len(locator.locs)}), usually from a call to"
1720 " set_ticks, does not match"

ValueError: The number of FixedLocator locations (4), usually from a call to set_ticks, does not match the number of ticklabels (2).
**Note: ** This code was working in earlier versions of pandas. Moreover, this is an example code from pandas documentation for 1.0.5 version of pandas.

Expected Output

It should just print a boxplot for all groups.

Output of pd.show_versions()

INSTALLED VERSIONS

commit : None
python : 3.7.6.final.0
python-bits : 64

pandas : 1.0.5
numpy : 1.19.5
pytz : 2019.3
dateutil : 2.8.1
pip : 21.3.1
setuptools : 45.2.0.post20200210
Cython : 0.29.15
pytest : 5.4.3
hypothesis : 5.5.4
sphinx : 2.4.0
blosc : None
feather : None
xlsxwriter : 1.2.7
lxml.etree : 4.5.0
html5lib : 1.0.1
pymysql : None
psycopg2 : None
jinja2 : 2.11.3
IPython : 7.12.0
pandas_datareader: 0.10.0
bs4 : 4.8.2
bottleneck : 1.3.2
fastparquet : None
gcsfs : None
lxml.etree : 4.5.0
matplotlib : 3.3.4
numexpr : 2.7.1
odfpy : None
openpyxl : 3.0.3
pandas_gbq : None
pyarrow : 6.0.0
pytables : None
pytest : 5.4.3
pyxlsb : None
s3fs : None
scipy : 1.5.4
sqlalchemy : 1.3.11
tables : 3.6.1
tabulate : 0.8.9
xarray : None
xlrd : 1.2.0
xlwt : 1.3.0
xlsxwriter : 1.2.7
numba : 0.48.0