title: How to encode a categorical variable in sklearn?
body: <p>I'm trying to use the car evaluation dataset from the UCI repository and I wonder whether there is a convenient way to binarize categorical variables in sklearn. One approach would be to use the DictVectorizer of LabelBinarizer but here I'm getting k different features whereas you should have just k-1 in order to avoid collinearization. 
      I guess I could write my own function and drop one column but this bookkeeping is tedious, is there an easy way to perform such transformations and get as a result a sparse matrix? </p>