Here is the information, in a different data structure:
In [8]: df = pd.DataFrame({'cat1':[0,3,1], 'cat2':[2,0,1], 'cat3':[2,1,0]})
In [9]: df
Out[9]:
cat1 cat2 cat3
0 0 2 2
1 3 0 1
2 1 1 0
[3 rows x 3 columns]
In [10]: rowmax = df.max(axis=1)
The max values are indicated by True values:
In [82]: df.values == rowmax[:,None]
Out[82]:
array([[False, True, True],
[ True, False, False],
[ True, True, False]], dtype=bool)
np.where returns the indices where the DataFrame above is True.
In [84]: np.where(df.values == rowmax[:,None])
Out[84]: (array([0, 0, 1, 2, 2]), array([1, 2, 0, 0, 1]))
The first array indicates index values for axis=0, the second array for axis=1. There are 5 values in each array since there are five locations that are True.
You could use itertools.groupby to build the list of lists you posted, though perhaps you don't need this given the data structures above:
In [46]: import itertools as IT
In [47]: import operator
In [48]: idx = np.where(df.values == rowmax[:,None])
In [49]: groups = IT.groupby(zip(*idx), key=operator.itemgetter(0))
In [50]: [[df.columns[j] for i, j in grp] for k, grp in groups]
Out[50]: [['cat1', 'cat1'], ['cat2'], ['cat3', 'cat3']]