Calling df.loc with multiple arguments results in KeyError

System information

• OS Platform and Distribution (e.g., Linux Ubuntu 16.04): macOS Version 11.6.4
• Modin version (modin.__version__): 0.14.0
• Python version: Python 3.8.11
• Code we can use to reproduce:

import modin.pandas as pd
import numpy as np

arrays = [
    np.array(["bar", "bar", "baz", "baz", "foo", "foo", "qux", "qux"]),
    np.array(["one", "two", "one", "two", "one", "two", "one", "two"]),
]
df = pd.DataFrame(np.random.randn(8, 4), index=arrays)
df.loc['bar', 'one']

Resulting Error:

KeyError                                  Traceback (most recent call last)
<ipython-input-7-5557f8ed36a3> in <module>
----> 1 df.loc['bar', 'one']

~/Desktop/modin/modin/pandas/indexing.py in __getitem__(self, key)
    636             return self._handle_boolean_masking(row_loc, col_loc)
    637 
--> 638         row_lookup, col_lookup = self._compute_lookup(row_loc, col_loc)
    639         result = super(_LocIndexer, self).__getitem__(row_lookup, col_lookup, ndim)
    640         if isinstance(result, Series):

~/Desktop/modin/modin/pandas/indexing.py in _compute_lookup(self, row_loc, col_loc)
    843                         else axis_loc
    844                     )
--> 845                     raise KeyError(missing_labels)
    846 
    847             if isinstance(axis_lookup, pandas.Index) and not is_range_like(axis_lookup):

KeyError: array(['one'], dtype='<U3')

Expected Output (with pandas):

0    0.395674
1   -0.426304
2    0.273483
3   -0.702982
Name: (bar, one), dtype: float64

Describe the problem

Calling df.loc with multiple arguments results in Modin believing there are missing labels and therefore raises a KeyError.

Source code / logs

[naren-ponder]

@alvin-chang An easy workaround for this issue would be to separate out the calls to .loc. For instance in the case listed above you could do df.loc['bar'].loc['one']. This should unblock you while we work towards putting in a fix.

[YarShev]

@anmyachev, if Modin behavior does not match the pandas behavior, we issue a warning like this. https://github.com/modin-project/modin/blob/f41432c1c746c6a6186c376594c6c7f7dd24cdb5/modin/core/storage_formats/pandas/query_compiler.py#L2038