Pandas interpolate within a groupby

>>> df.groupby('filename').apply(lambda group: group.interpolate(method='index'))
    filename  val1  val2
t                       
1  file1.csv     5    10
2  file1.csv    10    15
3  file1.csv    15    20
6  file2.csv   NaN   NaN
7  file2.csv    10    20
8  file2.csv    12    15