def col_dict_to_set(df, col, key):
    """Create a set from the values of the dictionaries given a key
        Args:
            df(pd.Dataframe): dataframe
            col(str): column containing list of dictionaries
            key(str): key to extract from the dictionaries
        Returns:
            A pandas Dataframe with the list of dictionaries
            transformed into sets 
    """
    get_set = lambda dict_list: set([dict_.get(key) for dict_ in dict_list])
    return df.assign(**{col: df[col].apply(get_set)})