Use Collectors.groupingby to create a map to a set

Use Collectors.toSet() as a downstream in groupingBy:

Map<Key, Set<Item>> map = items.stream()
            .collect(Collectors.groupingBy(s -> s.key, Collectors.toSet()));

You have to use a downstream collector like this:

Map<Key, Set<Item>> listMap = items.stream()
    .collect(Collectors.groupingBy(s -> s.key, Collectors.toSet()));

I also like the non-stream solution sometimes:

 Map<Key, Set<Item>> yourMap = new HashMap<>();
 items.forEach(x -> yourMap.computeIfAbsent(x.getKey(), ignoreMe -> new HashSet<>()).add(x));

If you really wanted you could exercise to do the same via compute/merge methods too

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