title: Groupby and sort multiple columns' values raising an AttributeError: 'DataFrameGroupBy' object has no attribute 'sort_values'
body: <p>For the toy dataset below, I'm trying to groupby <code>target_name</code> and sort values by multiple columns: <code>valid_mse</code>, <code>valid_r2_score</code> using: <code>df.groupby('target_name').sort_values(by=['valid_mse', 'valid_r2_score'], ascending=[True, False])</code></p>
  <pre><code>  target_name  train_mse  valid_mse  train_r2_score  valid_r2_score
  0         CPI   1.102079   1.842212        0.947458       -0.624665
  1         CPI   1.301734   1.890085        0.928005       -0.777463
  2         CPI   0.471222   1.078413        0.990599        0.311849
  3         PPI   0.113998   0.135523        0.662532        0.262387
  4         PPI   0.095434   0.176431        0.752242       -0.422994
  5         PPI   0.097648   0.174544        0.744522       -0.203880
  </code></pre>
  <p>But it raises an error: <code>AttributeError: 'DataFrameGroupBy' object has no attribute 'sort_values'</code>. I also try to sort one columns by using <code>df.groupby('target_name').sort_values(by='valid_mse', ascending=True)</code>, it raises same error.</p>
  <p>Does anyone knows how could I solve this problem correctly? Thanks.</p>
  <p>Data in dictionary format:</p>
  <pre><code>{'target_name': {0: 'CPI', 1: 'CPI', 2: 'CPI', 3: 'PPI', 4: 'PPI', 5: 'PPI'},
   'train_mse': {0: 1.102079409,
    1: 1.301734392,
    2: 0.471221642,
    3: 0.11399796,
    4: 0.09543417,
    5: 0.097647639},
   'valid_mse': {0: 1.842212034,
    1: 1.890085418,
    2: 1.078413107,
    3: 0.135523283,
    4: 0.176431247,
    5: 0.174543796},
   'train_r2_score': {0: 0.947458162,
    1: 0.928005473,
    2: 0.990599137,
    3: 0.662532128,
    4: 0.752241595,
    5: 0.744522334},
   'valid_r2_score': {0: -0.624665246,
    1: -0.777462993,
    2: 0.311849214,
    3: 0.262387135,
    4: -0.422993602,
    5: -0.203880075}}
  </code></pre>
  <p>Reference link:</p>
  <p><a href="https://stackoverflow.com/questions/17141558/how-to-sort-a-dataframe-in-python-pandas-by-two-or-more-columns">How to sort a dataFrame in python pandas by two or more columns?</a></p>