How can I one hot encode in Python?

I have a machine learning classification problem with 80% categorical variables. Must I use one hot encoding if I want to use some classifier for the classification? Can i pass the data to a classifier without the encoding?

I am trying to do the following for feature selection:

1. I read the train file:

   num_rows_to_read = 10000
   train_small = pd.read_csv("../../dataset/train.csv",   nrows=num_rows_to_read)
   

2. I change the type of the categorical features to ‘category’:

   non_categorial_features = ['orig_destination_distance',
                             'srch_adults_cnt',
                             'srch_children_cnt',
                             'srch_rm_cnt',
                             'cnt']
   
   for categorical_feature in list(train_small.columns):
       if categorical_feature not in non_categorial_features:
           train_small[categorical_feature] = train_small[categorical_feature].astype('category')
   

3. I use one hot encoding:

   train_small_with_dummies = pd.get_dummies(train_small, sparse=True)
   

The problem is that the 3’rd part often get stuck, although I am using a strong machine.

Thus, without the one hot encoding I can’t do any feature selection, for determining the importance of the features.

What do you recommend?