Here is the instruction of enabling Advanced Group Filtering

1. Define your groups. For example the groups are Size, Price, Color

2. In Admin Panel, export your products into a CSV file.

(If you are creating new products, you can skip this step)

3. Prepend all existing tags with what group you want them to be in, with the format Group_Tag Name

For example, we would have tags like Size_Small, Price_100$ - 200$, Color_Red ... and so on

The left side of the underscore is the group name, and the right side is the tag for the product. Spaces can be included on either side of the underscore

You can check example here http://monosnap.com/image/pQsdmx5gNYv1mlsCOMEdWEBLbqAHf9

4. Save your .csv file and import the products back into your store.

Make sure you check "Overwrite existing products that have the same handle" when uploading the file to prevent duplicate products from being created.

In case you have less products, you can do this manually by go to your products, one by one and editing the tags. This way you don't have to do "export/import"