There are many ways to achievie groupby in HolovViews.
Directly use the groupby method of HoloViews objects!!!
Use the method HoloMap to create a dictionary of parameters to HoloViews objects.
Use the method dataset.to which has groupby option. However, it seems to me that this doesn't give me options to select which one to show. But with click and transparent parameters configured, you can achieve similar effect ...