Fit the classifier with labels y and DataFrames dfs

def fit_df(self, labels, dfs, pstate_col=PSTATE_COL):
        """
        Fit the classifier with labels y and DataFrames dfs
        """
        assert len(labels) == len(dfs)

        for label in set(labels):
            label_dfs = [s for l,s in zip(labels, dfs) if l == label]

            pohmm = self.pohmm_factory()
            pohmm.fit_df(label_dfs, pstate_col=pstate_col)
            self.pohmms[label] = pohmm

        return self