Construct pandas DataFrame from items in nested dictionary

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A pandas MultiIndex consists of a list of tuples. So the most natural approach would be to reshape your input dict so that its keys are tuples corresponding to the multi-index values you require. Then you can just construct your dataframe using pd.DataFrame.from_dict, using the option orient="index": 

user_dict = {12: {'Category 1': {'att_1': 1, 'att_2': 'whatever'},
                  'Category 2': {'att_1': 23, 'att_2': 'another'}},
             15: {'Category 1': {'att_1': 10, 'att_2': 'foo'},
                  'Category 2': {'att_1': 30, 'att_2': 'bar'}}}

pd.DataFrame.from_dict({(i,j): user_dict[i][j] 
                           for i in user_dict.keys() 
                           for j in user_dict[i].keys()},
                       orient="index")


               att_1     att_2
12 Category 1      1  whatever
   Category 2     23   another
15 Category 1     10       foo
   Category 2     30       bar

An alternative approach would be to build your dataframe up by concatenating the component dataframes:

user_ids = []
frames = []

for user_id, d in user_dict.iteritems():
    user_ids.append(user_id)
    frames.append(pd.DataFrame.from_dict(d, orient="index"))

pd.concat(frames, keys=user_ids)

               att_1     att_2
12 Category 1      1  whatever
   Category 2     23   another
15 Category 1     10       foo
   Category 2     30       bar

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