Imputation of missing values for categories in pandas

You can use df = df.fillna(df['Label'].value_counts().index[0]) to fill NaNs with the most frequent value from one column.

If you want to fill every column with its own most frequent value you can use

df = df.apply(lambda x:x.fillna(x.value_counts().index[0]))

UPDATE 2018-25-10 ⬇

Starting from 0.13.1 pandas includes mode method for Series and Dataframes.
You can use it to fill missing values for each column (using its own most frequent value) like this

df = df.fillna(df.mode().iloc[0])