CLN: Initialization coincides with mapping, hence with uniqueness check
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`

Rebased version of https://github.com/pydata/pandas/pull/10229 which was [actually not](https://github.com/pydata/pandas/pull/10229#issuecomment-131470116) fixed by https://github.com/pydata/pandas/pull/10199.

Nothing particular relevant, just wanted to delete this branch locally and noticed it still applies: you'll judge what to do of it.
