Support latest pandas Index type. (#7595)

python-package/xgboost/compat.py

@@ -33,14 +33,13 @@ def lazy_isinstance(instance, module, name):
 # pandas
 try:
     from pandas import DataFrame, Series
-    from pandas import MultiIndex, Int64Index
+    from pandas import MultiIndex
     from pandas import concat as pandas_concat
 
     PANDAS_INSTALLED = True
 except ImportError:
 
     MultiIndex = object
-    Int64Index = object
     DataFrame: Any = object
     Series = object
     pandas_concat = None

python-package/xgboost/data.py

@@ -264,7 +264,7 @@ def _transform_pandas_df(
     if feature_names is None and meta is None:
         if isinstance(data.columns, pd.MultiIndex):
             feature_names = [" ".join([str(x) for x in i]) for i in data.columns]
-        elif isinstance(data.columns, (pd.Int64Index, pd.RangeIndex)):
+        elif isinstance(data.columns, (pd.Index, pd.RangeIndex)):
             feature_names = list(map(str, data.columns))
         else:
             feature_names = data.columns.format()