Convert array of indices to 1-hot encoded numpy array

Let’s say I have a 1d numpy array

a = array([1,0,3])

I would like to encode this as a 2D one-hot array

b = array([[0,1,0,0], [1,0,0,0], [0,0,0,1]])

Is there a quick way to do this? Quicker than just looping over a to set elements of b, that is.

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