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add_action( 'init', 'build_taxonomies', 0 );
function build_taxonomies() {
    register_taxonomy(
    'course_type', //taxonomy slug
    'course',  // custom post type slug
    array(
        'hierarchical' => true, //shows as category, set false to show as tags
        'label' => 'Course Type', //taxonomy label
        'query_var' => true,
        'rewrite' => true
    )
);
}