add 'most_frequent' drop method to OneHotEncoder

I would like to propose adding a ‘most_frequent’ method as one of the drop parameter options in OneHotEncoder.

I find that using the most frequent value as the reference level aids with interpreting the newly created OHE features. The ‘first’ method is not very intuitive.

I would also be helpful if a dropped_levels_ attribute was included, instead of having to derive it from the categories_ and drop_idx_ attributes. Thanks

[jnothman]

Makes sense. I’d be happy to see this.

[trewaite]

I would find this quite useful as well. I am willing to make a pull request if core development team approves.