I have a dataframe like this (please discard the first column):
    user_id created_at  count
1   12136   2017-02-19  4
2   12136   2017-02-16  4
3   12136   2017-02-17  2
4   72349   2017-02-17  8
5   72349   2017-02-19  2
7   72672   2017-02-20  3
8   72672   2017-02-19  2
So, I want to map this values to integer values starting from 0:
12136 -> 0
72349 -> 1 
72672 -> 2
And similarly, for the created_at column (starting from the smallest value)
2017-02-16 -> 0
2017-02-17 -> 1
2017-02-19 -> 2
2017-02-20 -> 3
At the end I should have this dataframe (note that 0 values are added for dates where there is no user activity):
user_id created_at  count
0       0           4
0       1           2
0       2           4
0       3           0
1       0           0
1       1           8
1       2           2
1       3           0
2       0           0
2       1           0
2       2           2
2       3           3
Also I need to obtain these lists:
label1 = [12136, 72349, 72672]
label2 = ['2017-02-16', '2017-02-17', '2017-02-19', '2017-02-20']
I wonder if there are any methods that could assist me in performing this efficiently?
First, get your lists.
list1 = df.user_id.unique()
print(list1)
array([12136, 72349, 72672])
list2 = df.created_at.unique()
print(list2)
array(['2017-02-19', '2017-02-16', '2017-02-17', '2017-02-20'], dtype=object)
Convert the user_id and created_at columns to cat codes.
df['user_id'] = df['user_id'].astype('category').cat.codes
df['created_at'] = df['created_at'].astype('category').cat.codes
print(df)
   user_id  created_at  count
1        0           2      4
2        0           0      4
3        0           1      2
4        1           1      8
5        1           2      2
7        2           3      3
8        2           2      2
Use a groupby and a reindex operation.
df = df.set_index('created_at').groupby('user_id', as_index=False)\
       .apply(lambda x: x.reindex(df.created_at.unique()))\
       .sort_index().reset_index([1])
Clean up your columns.
df.user_id = df.groupby(level=0).user_id.transform(lambda x: x.ffill().bfill())
df['count'] = df['count'].fillna(0)
print(df.astype(int))
   created_at  user_id  count
0           0        0      4
0           1        0      2
0           2        0      4
0           3        0      0
1           0        1      0
1           1        1      8
1           2        1      2
1           3        1      0
2           0        2      0
2           1        2      0
2           2        2      2
2           3        2      3
                        You can convert the columns to categories and get a mapping dictionary
df['user_id']= df['user_id'].astype('category')
label1 = dict(enumerate(df['user_id'].cat.categories))
df['created_at']= df['created_at'].astype('category')
label2 = dict(enumerate(df['created_at'].cat.categories))
Now convert the columns values to category codes
df[['user_id', 'created_at']] = df[['user_id', 'created_at']].apply(lambda x: x.cat.codes)
You get
    user_id created_at  count
1   0       2           4
2   0       0           4
3   0       1           2
4   1       1           8
5   1       2           2
7   2       3           3
8   2       2           2
label1
{0: 12136, 1: 72349, 2: 72672}
label2
{0: '2017-02-16', 1: '2017-02-17', 2: '2017-02-19', 3: '2017-02-20'}
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