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()

tests/python/test_with_pandas.py

@@ -109,6 +109,12 @@ class TestPandas:
         assert dm.num_row() == 2
         assert dm.num_col() == 6
 
+        # test Index as columns
+        df = pd.DataFrame([[1, 1.1], [2, 2.2]], columns=pd.Index([1, 2]))
+        print(df.columns, isinstance(df.columns, pd.Index))
+        Xy = xgb.DMatrix(df)
+        np.testing.assert_equal(np.array(Xy.feature_names), np.array(["1", "2"]))
+
     def test_slice(self):
         rng = np.random.RandomState(1994)
         rows = 100