If you would like your filters to be categorized, like this example from the Supply demo store, follow the below steps:
First you add the organizing tags to the Product admin ( Products > Edit product) in this format:
Interest_Animals, Interest_Art, Interest_Cooking
In the theme editor, you can enable the ‘ By group’ setting, found under Sidebar.
To get here, go to Customize > In the right-side preview, open up any collection page (or select Collection page in the page dropdown) > in the left-side settings column, you will see a section called Collection pages > In here you can select By group > Save