Convert array of indices to one-hot encoded array in NumPy

Create a zeroed array b with enough columns, i.e. a.max() + 1.
Then, for each row i, set the a[i]th column to 1.

>>> a = np.array([1, 0, 3])
>>> b = np.zeros((a.size, a.max() + 1))
>>> b[np.arange(a.size), a] = 1

>>> b
array([[ 0.,  1.,  0.,  0.],
       [ 1.,  0.,  0.,  0.],
       [ 0.,  0.,  0.,  1.]])