Validate unique column names in pandas.

Author: trivialfis

python-package/xgboost/data.py

@@ -657,6 +657,8 @@ def _transform_pandas_df(
 ) -> Tuple[PandasTransformed, Optional[FeatureNames], Optional[FeatureTypes]]:
     if meta and len(data.columns) > 1 and meta not in _matrix_meta:
         raise ValueError(f"DataFrame for {meta} cannot have multiple columns")
+    if data.columns.has_duplicates:
+        raise ValueError("Duplicate column names are not supported.")
 
     feature_types, ref_categories = get_ref_categories(feature_types)
     feature_names, feature_types = pandas_feature_info(