title: Converting tuples to multiple indices in a Pandas Dataframe
body: <p>I'm starting with a dictionary like this:</p>
  
  <pre><code>dict = {(100000550L, u'ActivityA'): {'bar__sum': 14.0, 'foo__sum': 12.0},
          (100001799L, u'ActivityB'): {'bar__sum': 7.0, 'foo__sum': 3.0}}
  </code></pre>
  
  <p>Which, when converted to a DataFrame, puts as column headers the tuples of (id, activitytype):</p>
  
  <pre><code>df = DataFrame(dict).transpose()
  
                          bar__sum  foo__sum
  (100000550, ActivityA)        14        12
  (100001799, ActivityB)         7         3
  </code></pre>
  
  <p>How can I convert the tuples in the index to a MultiIndex? Ie, so that the end result looks like this instead:</p>
  
  <pre><code>                        bar__sum  foo__sum
  id        act_type
  100000550 ActivityA        14        12
  100001799 ActivityB         7         3
  </code></pre>
  
  <p>What's the best way to do this? Is there some option on the DataFrame creation that I'm missing? Or should it happen via a list comprehension, which feels inefficient to me.</p>