Unit tests

Fix bug # 406 which does not support categorical variables #2651

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Job	Run time
build (ubuntu-latest, 3.7, 1.21.4)	1m 16s
build (ubuntu-latest, 3.7, 1.21.4)	2s
build (ubuntu-latest, 3.8, 1.21.4)	1m 4s
build (ubuntu-latest, 3.8, 1.21.4)	6s
build (ubuntu-latest, 3.9, 1.21.4)	1m 10s
build (ubuntu-latest, 3.9, 1.21.4)	10s
build (ubuntu-latest, 3.10, 1.22.4)	1m 0s
build (ubuntu-latest, 3.10, 1.22.4)	10s
build (ubuntu-latest, 3.11, 1.25.2)	1m 10s
build (ubuntu-latest, 3.11, 1.25.2)	4s
build (windows-latest, 3.11, 1.25.2)	1m 7s
build (windows-latest, 3.11, 1.25.2)	1s
build (macos-latest, 3.11, 1.25.2)	1m 0s
build (macos-latest, 3.11, 1.25.2)	6s
	8m 26s