Add better error message for invalid feature names (#5024)
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@ -999,7 +999,7 @@ class DMatrix(object):
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if not all(isinstance(f, STRING_TYPES) and
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not any(x in f for x in set(('[', ']', '<')))
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for f in feature_names):
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raise ValueError('feature_names may not contain [, ] or <')
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raise ValueError('feature_names must be string, and may not contain [, ] or <')
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else:
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# reset feature_types also
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self.feature_types = None
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