PostgresQL SQL: Converting results to array

You want to use array_agg, this should work:

SELECT i_adgroup_id, array_agg(i_category_id)
FROM adgroupcategories_br
WHERE i_adgroup_id IN
(
    SELECT i_adgroup_id
    FROM adgroupusers_br
    WHERE i_user_id = 103713
)
GROUP BY i_adgroup_id;

Note that i_category_id is no longer in the GROUP BY as it is now being aggregated.