Turns out it was oddly already supported as long as you pass them as a list. Made it work with tuples as well. Also wrote a ton of documentation and added a test.
Coverage increased (+0.01%) to 98.148% when pulling 268d44c167327c9f771d806e4c4cdf42ba5d308b on multiple-column-features into 762e0fdbff1de63f028050946f8fc1cbb5a74a79 on master.
Turns out it was oddly already supported as long as you pass them as a list. Made it work with tuples as well. Also wrote a ton of documentation and added a test.