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Currently in IndexedTables, categorical-like data is represented by PooledArrays. They are simpler than CategoricalArrays mainly because the elements aren't special CategoricalValues. You might want to try and see if PooledArrays are sufficient for your application.
Slightly off-topic, we may need to think about this for integration with StatsModels though, as they use categorical values to determine whether to treat the variable as categorical or continuous.
To reproduce:
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