Revision 2:

Currently many intermediate classes can only be found in pandas.core, for example DataFrameGroupBy and SeriesGroupBy. These classes should not be instantiated directly, but may be necessary to access for users who use type-hinting. I think we should add these classes to a new API submodule, pandas.api.aux as they are auxiliary classes. Users shouldn't need to know e.g. they are defined in pandas.core.groupby.generic.

Somewhat related: #6944, #19302

cc @pandas-dev/pandas-core @pandas-dev/pandas-triage for feedback.