SKLearn warning “valid feature names” in version 1.0

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I got the same warning message with another sklearn model. I realized that it was showing up because I fitted the model with a data in a dataframe, and then used only the values to predict. From the moment I fixed that, the warning disappeared.

Here is an example:

model_reg.fit(scaled_x_train, y_train[vp].values)
data_pred = model_reg.predict(scaled_x_test.values)

This first code had the warning, because scaled_x_train is a DataFrame with feature names, while scaled_x_test.values is only values, without feature names. Then, I changed to this:

model_reg.fit(scaled_x_train.values, y_train[vp].values)
data_pred = model_reg.predict(scaled_x_test.values)

And now there are no more warnings on my code.

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