User interface controls for specifying data hierarchies

User interface controls that facilitate the specification/modification of data hierarchies. In one set of embodiments, a first UI control component can be provided that comprises an ordered group of drop-down menus. Each drop-down menu in the ordered group can be populated with a selectable list of attributes from a data set and can be associated with a level in a data hierarchy. By selecting values using the various drop-down menus, a user can interactively specify a data hierarchy for the data set. The data set can then be visualized according to the specified hierarchy. In further embodiments, a second UI control component can be provided in addition to the first UI control component. The second UI control component can allow a user to interactively enable or disable certain drop-down menus in the ordered group, thereby acting as a "depth filter" for controlling the depth of the data hierarchy.