update version to 1.5.2 && resolve feature name breaking

[haixiw]

Issue #, if available:

Description of changes:
There is a breaking change between Xgboost 1.3.3 to version 1.5.2:

XGBoost used to generate some pseudo feature names within DMatrix
when inputs (like np.ndarray) don't already have column names. The procedure is removed to
avoid conflict with other inputs
DMLC SGBoost #6605

Our code is fully consistent with the open source XGBoost repo

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[awsbmillare]

looks good but let's not merge right away, we need to make sure we have the other branch stuff working in case we need to make changes/develop for current 1.3