def _get_unique_categories(self, df):
        """Get all categories for each categorical columns from training data."""

        categories = []
        for col in self._categorical_columns:
            categocial = pd.Categorical(df[col])
            col_categories = list(map(str, categocial.categories))
            col_categories.append('_UNKNOWN')
            categories.append(col_categories)
        return categories
Get all categories for each categorical columns from training data.