Selection of MultiIndex makes following `unstack` wrong

[fujiisoup]

Code Sample, a copy-pastable example if possible

import numpy as np 
import xarray as xr 

ds = xr.DataArray(np.arange(40).reshape(8, 5), dims=['x', 'y'],  
                  coords={'x': np.arange(8), 'y': np.arange(5)}).stack(xy=['x', 'y']) 
ds.isel(xy=ds['x'] < 4).unstack() 

Out[1]: 
<xarray.DataArray (x: 8, y: 5)>
array([[ 0.,  1.,  2.,  3.,  4.],
       [ 5.,  6.,  7.,  8.,  9.],
       [10., 11., 12., 13., 14.],
       [15., 16., 17., 18., 19.],
       [nan, nan, nan, nan, nan],
       [nan, nan, nan, nan, nan],
       [nan, nan, nan, nan, nan],
       [nan, nan, nan, nan, nan]])
Coordinates:
  * x        (x) int64 0 1 2 3 4 5 6 7
  * y        (y) int64 0 1 2 3 4

Problem description

After unstack, there are still values that are not selected by the previous isel.
Probably the upstream bug?

Expected Output

Out[1]: 
<xarray.DataArray (x: 8, y: 5)>
array([[ 0.,  1.,  2.,  3.,  4.],
       [ 5.,  6.,  7.,  8.,  9.],
       [10., 11., 12., 13., 14.],
       [15., 16., 17., 18., 19.]])
Coordinates:
  * x        (x) int64 0 1 2 3
  * y        (y) int64 0 1 2 3 4

Output of xr.show_versions()

# Paste the output here xr.show_versions() here INSTALLED VERSIONS ------------------ commit: None python: 3.7.1.final.0 python-bits: 64 OS: Linux OS-release: 4.15.0-42-generic machine: x86_64 processor: x86_64 byteorder: little LC_ALL: None LANG: en_US.UTF-8 LOCALE: en_US.UTF-8

xarray: 0.10.9
pandas: 0.23.4
numpy: 1.15.4
scipy: 1.1.0
netCDF4: 1.4.2
h5netcdf: None
h5py: None
Nio: None
zarr: None
cftime: 1.0.2.1
PseudonetCDF: None
rasterio: None
iris: None
bottleneck: None
cyordereddict: None
dask: 1.0.0
distributed: 1.25.0
matplotlib: 3.0.1
cartopy: None
seaborn: None
setuptools: 40.5.0
pip: 18.1
conda: None
pytest: 4.0.1
IPython: 7.1.1
sphinx: None

[shoyer]

I agree, this is an xarray bug.

It seems that we need to drop unused levels in the MultiIndex as part of unstack(), by invoking pd.MultiIndex.remove_unused_levels().

[fujiisoup]

Thanks @shoyer

I also noticed that the .sel method is working wrong too after the selection,

In [9]: ds.isel(xy=ds['x'] < 4).sel(x=5)  # should be KeyError
Out[9]: 
<xarray.DataArray (y: 0)>
array([], dtype=int64)
Coordinates:
  * y        (y) int64 

Probably better to call pd.MultiIndex.remove_unused_levels() after each selection.
I'll send a fix.