使用 pandas.get_dummies 和 sum:

df = pd.get_dummies(a, prefix_sep='', prefix='').sum(axis=1, level=0)
print (df)
   financial  game  food  social  sport
0          1     0     0       2      0
1          0     1     1       0      1
2          0     2     0       0      1

或者 stack 与 SeriesGroupBy.value_counts 和 Series.unstack:

df = a.stack().groupby(level=0).value_counts().unstack(fill_value=0)
print (df)
   financial  food  game  social  sport
0          1     0     0       2      0
1          0     1     1       0      1
2          0     0     2       0      1