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BUG: objects not converted in DataFrame.convert_dtypes() on empty DataFrame #50970

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@jrbourbeau

Description

@jrbourbeau

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Reproducible Example

import pandas as pd

df = pd.DataFrame({"x": [1, 2, 3], "y": ["foo", "bar", "baz"]})
df_empty = df.iloc[:0]
print(f"{df.convert_dtypes().dtypes = }")  # works as expected (i.e. dtype is `string[python]`)
print(f"{df_empty.convert_dtypes().dtypes = }")  # `y` has dtype `object` even though `convert_string=True`

with pd.option_context("mode.dtype_backend", "pyarrow"):
    print(f"{df.convert_dtypes().dtypes = }")  # works as expected (i.e. dtype is `string[pyarrow]`)
    print(f"{df_empty.convert_dtypes().dtypes = }")  # This errors with `pyarrow.lib.ArrowNotImplementedError: Unsupported numpy type 17`

Issue Description

When calling DataFrame.convert_dtypes() on an empty DataFrame I noticed that issues with handling object dtypes with both the pandas and pyarrow dtype backends.

When using the pandas dtype backend, object columns aren't converted to string[python], they instead remain object (even though convert_string=True). When using the pyarrow backend, we get the following error:

Traceback (most recent call last):
  File "/Users/james/projects/dask/dask/test-convert-dtypes.py", line 11, in <module>
    print(f"{df_empty.convert_dtypes().dtypes = }")  # `y` has dtype `object` even though `convert_string=True`
  File "/Users/james/projects/pandas-dev/pandas/pandas/core/generic.py", line 6660, in convert_dtypes
    results = [
  File "/Users/james/projects/pandas-dev/pandas/pandas/core/generic.py", line 6661, in <listcomp>
    col._convert_dtypes(
  File "/Users/james/projects/pandas-dev/pandas/pandas/core/series.py", line 5469, in _convert_dtypes
    inferred_dtype = convert_dtypes(
  File "/Users/james/projects/pandas-dev/pandas/pandas/core/dtypes/cast.py", line 1124, in convert_dtypes
    pa_type = to_pyarrow_type(base_dtype)
  File "/Users/james/projects/pandas-dev/pandas/pandas/core/arrays/arrow/array.py", line 145, in to_pyarrow_type
    pa_dtype = pa.from_numpy_dtype(dtype)
  File "pyarrow/types.pxi", line 3330, in pyarrow.lib.from_numpy_dtype
  File "pyarrow/error.pxi", line 121, in pyarrow.lib.check_status
pyarrow.lib.ArrowNotImplementedError: Unsupported numpy type 17

cc @mroeschke @phofl for visibility

Expected Behavior

I would expect convert_dtypes to behave the same, even if the DataFrame is empty.

Installed Versions

INSTALLED VERSIONS
------------------
commit           : 7f2aa8f46a4a36937b1be8ec2498c4ff2dd4cf34
python           : 3.10.4.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 22.2.0
Version          : Darwin Kernel Version 22.2.0: Fri Nov 11 02:08:47 PST 2022; root:xnu-8792.61.2~4/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 2.0.0.dev0+1309.g7f2aa8f46a
numpy            : 1.24.1
pytz             : 2022.1
dateutil         : 2.8.2
setuptools       : 59.8.0
pip              : 22.0.4
Cython           : None
pytest           : 7.1.3
hypothesis       : None
sphinx           : 4.5.0
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : 1.1
pymysql          : None
psycopg2         : None
jinja2           : 3.1.2
IPython          : 8.2.0
pandas_datareader: None
bs4              : 4.11.1
bottleneck       : None
brotli           :
fastparquet      : 2022.12.1.dev6
fsspec           : 2023.1.0+5.g012816b
gcsfs            : None
matplotlib       : 3.5.1
numba            : None
numexpr          : 2.8.0
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 11.0.0.dev316
pyreadstat       : None
pyxlsb           : None
s3fs             : 2022.10.0
scipy            : 1.9.0
snappy           :
sqlalchemy       : 1.4.35
tables           : 3.7.0
tabulate         : None
xarray           : 2022.3.0
xlrd             : None
zstandard        : None
tzdata           : None
qtpy             : None
pyqt5            : None

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