diff --git a/python-package/xgboost/sklearn.py b/python-package/xgboost/sklearn.py
index 9557fdd64..3e67a9d5b 100644
--- a/python-package/xgboost/sklearn.py
+++ b/python-package/xgboost/sklearn.py
@@ -653,12 +653,6 @@ class XGBModel(XGBModelBase):
                                                         save_best=True)]
 
         """
-        train_dmatrix = DMatrix(data=X, label=y, weight=sample_weight,
-                                base_margin=base_margin,
-                                missing=self.missing,
-                                nthread=self.n_jobs)
-        train_dmatrix.set_info(feature_weights=feature_weights)
-
         evals_result = {}
 
         train_dmatrix, evals = self._wrap_evaluation_matrices(
diff --git a/tests/python/test_ranking.py b/tests/python/test_ranking.py
index 7d079008e..f68c47c3f 100644
--- a/tests/python/test_ranking.py
+++ b/tests/python/test_ranking.py
@@ -112,8 +112,12 @@ class TestRanking:
         Cleanup test artifacts from download and unpacking
         :return:
         """
-        os.remove(cls.dpath + "MQ2008.zip")
-        shutil.rmtree(cls.dpath + "MQ2008")
+        zip_f = cls.dpath + "MQ2008.zip"
+        if os.path.exists(zip_f):
+            os.remove(zip_f)
+        directory = cls.dpath + "MQ2008"
+        if os.path.exists(directory):
+            shutil.rmtree(directory)
 
     def test_training(self):
         """