Cannot store data after `groupby_bins`

Hi Xarray!

I really like your Library. But now I am stuck completely.

Code Sample, a copy-pastable example if possible

import numpy as np
import xarray as xr

data = [1,2,3,4,5,6,7,8,9,10]
bins = np.array(range(5)) * 2
xr_data = xr.Dataset({'data': data})
out = xr_data.groupby_bins('data', bins).mean()
out.to_netcdf('/tmp/test')

Problem description

Get Error :

Traceback (most recent call last):
  File "/home/volker/workspace/pycharm-community-2018.1.2/helpers/pydev/pydevd.py", line 1664, in <module>
    main()
  File "/home/volker/workspace/pycharm-community-2018.1.2/helpers/pydev/pydevd.py", line 1658, in main
    globals = debugger.run(setup['file'], None, None, is_module)
  File "/home/volker/workspace/pycharm-community-2018.1.2/helpers/pydev/pydevd.py", line 1068, in run
    pydev_imports.execfile(file, globals, locals)  # execute the script
  File "/home/volker/workspace/pycharm-community-2018.1.2/helpers/pydev/_pydev_imps/_pydev_execfile.py", line 18, in execfile
    exec(compile(contents+"\n", file, 'exec'), glob, loc)
  File "/home/volker/workspace/eprofile_wind/eprofile/src/eprofile/sandbox/test_xarray.py", line 12, in <module>
    out.to_netcdf('/tmp/test')
  File "/home/volker/workspace/eprofile_wind-CRxNsezQ/lib/python3.5/site-packages/xarray/core/dataset.py", line 1232, in to_netcdf
    compute=compute)
  File "/home/volker/workspace/eprofile_wind-CRxNsezQ/lib/python3.5/site-packages/xarray/backends/api.py", line 747, in to_netcdf
    unlimited_dims=unlimited_dims)
  File "/home/volker/workspace/eprofile_wind-CRxNsezQ/lib/python3.5/site-packages/xarray/backends/api.py", line 790, in dump_to_store
    unlimited_dims=unlimited_dims)
  File "/home/volker/workspace/eprofile_wind-CRxNsezQ/lib/python3.5/site-packages/xarray/backends/common.py", line 261, in store
    variables, attributes = self.encode(variables, attributes)
  File "/home/volker/workspace/eprofile_wind-CRxNsezQ/lib/python3.5/site-packages/xarray/backends/common.py", line 347, in encode
    variables, attributes = cf_encoder(variables, attributes)
  File "/home/volker/workspace/eprofile_wind-CRxNsezQ/lib/python3.5/site-packages/xarray/conventions.py", line 605, in cf_encoder
    for k, v in iteritems(variables))
  File "/home/volker/workspace/eprofile_wind-CRxNsezQ/lib/python3.5/site-packages/xarray/conventions.py", line 605, in <genexpr>
    for k, v in iteritems(variables))
  File "/home/volker/workspace/eprofile_wind-CRxNsezQ/lib/python3.5/site-packages/xarray/conventions.py", line 241, in encode_cf_variable
    var = ensure_dtype_not_object(var, name=name)
  File "/home/volker/workspace/eprofile_wind-CRxNsezQ/lib/python3.5/site-packages/xarray/conventions.py", line 201, in ensure_dtype_not_object
    data = _copy_with_dtype(data, dtype=_infer_dtype(data, name))
  File "/home/volker/workspace/eprofile_wind-CRxNsezQ/lib/python3.5/site-packages/xarray/conventions.py", line 139, in _infer_dtype
    .format(name))
ValueError: unable to infer dtype on variable 'data_bins'; xarray cannot serialize arbitrary Python objects

Expected Output

The Dataset should be written to file in netcdf

Output of xr.show_versions()

Start with the groupby_bins('data', bins).mean() result and follow out.to_netcdf() into the serialization path shown in the traceback, especially the data_bins variable. Confirm the failure with the provided example and make the resulting Dataset writable as NetCDF without arbitrary Python objects.