[Feature request] Multi-categorical input features

It's good to see XGBoost supporting categorical features. In a project we were looking at using native XGBoost categories, though our dataset also includes a multi-categorical feature. My question is if these type of features will also be supported natively within XGBoost.

So for example:
| feat1 |
|-|
| a |
| a,c |
| b,d |

Which should be interpreted as:
| feat1_a | feat1_b | feat1_c | feat1_d |
|-|-|-|-|
|1|0|0|0|
|1|0|1|0|
|0|1|0|1|