Create a set from a series in pandas

If you only need to get list of unique values, you can just use unique method.
If you want to have Python’s set, then do set(some_series)

In [1]: s = pd.Series([1, 2, 3, 1, 1, 4])

In [2]: s.unique()
Out[2]: array([1, 2, 3, 4])

In [3]: set(s)
Out[3]: {1, 2, 3, 4}

However, if you have DataFrame, just select series out of it ( some_data_frame['<col_name>'] ).