[python-package] Infer feature names from pyarrow.Table

[mlondschien]

Bugfix for #6780.

[mlondschien]

xref #6782. This bugfix works only if cffi is installed.

[mlondschien]

@microsoft-github-policy-service agree

[borchero]

Once CI passes, this looks good to me, thank you for the fix!

[jameslamb]

Thanks for this! I disagree with @borchero though, I don't think this is ready to merge yet. Please see my first round of suggestions.

[mlondschien]

I didn't find any changelog to update.

[jameslamb]

I didn't find any changelog to update.

Thanks for being thorough. We don't keep a changelog in source control here.

Every pull request is squash merged (1 PR = 1 commit), and the PR titles are used to auto-generate a changelog.

• example release notes: https://github.com/microsoft/LightGBM/releases/tag/v4.5.0
• bot that does that: https://github.com/microsoft/LightGBM/blob/e0c34e7b2f68793bbf46854b85fd750be134446d/.github/release-drafter.yml

[jameslamb]

Great fix, thank you!

I ran these tests on latest master and confirmed they both fail.

FAILED tests/python_package_test/test_arrow.py::test_arrow_feature_name_auto - TypeError: Wrong type(str) or unknown name(a) in categorical_feature

FAILED tests/python_package_test/test_arrow.py::test_arrow_feature_name_manual - AssertionError: assert ['a', 'b'] == ['c', 'd']