test_lasso_hierarchical_categorical_predictions seems flaky

[bpkroth]

@edcthayer adding an issue to track this here

Seen this a couple of times recently. Sometimes with slightly different KeyErrors (e.g. medium_quadratic_params instead).
Rerunning it seems to make it go away.

2020-09-22T15:46:14.7210731Z [10 rows x 5 columns]
2020-09-22T15:46:14.7211123Z     raise_missing = True
2020-09-22T15:46:14.7211913Z     self = <pandas.core.indexing._LocIndexer object at 0x0000021609A396D8>
2020-09-22T15:46:14.7212932Z   File "C:\hostedtoolcache\windows\Python\3.7.9\x64\lib\site-packages\pandas\core\indexing.py", line 1646, in _validate_read_indexer
2020-09-22T15:46:14.7213796Z     raise KeyError(f"{not_found} not in index")
2020-09-22T15:46:14.7214363Z     ax = Index(['vertex_height', 'medium_quadratic_params.x_1',
2020-09-22T15:46:14.7214990Z        'medium_quadratic_params.x_2', 'low_quadratic_params.x_1',
2020-09-22T15:46:14.7215540Z        'low_quadratic_params.x_2'],
2020-09-22T15:46:14.7216039Z       dtype='object')
2020-09-22T15:46:14.7216430Z     axis = 1
2020-09-22T15:46:14.7216840Z     indexer = array([ 0,  3,  4,  1,  2, -1, -1], dtype=int64)
2020-09-22T15:46:14.7217460Z     key = Index(['vertex_height', 'low_quadratic_params.x_1', 'low_quadratic_params.x_2',
2020-09-22T15:46:14.7218181Z        'medium_quadratic_params.x_1', 'medium_quadratic_params.x_2',
2020-09-22T15:46:14.7218832Z        'high_quadratic_params.x_1', 'high_quadratic_params.x_2'],
2020-09-22T15:46:14.7219465Z       dtype='object')
2020-09-22T15:46:14.7219832Z     missing = 2
2020-09-22T15:46:14.7220333Z     not_found = ['high_quadratic_params.x_1', 'high_quadratic_params.x_2']
2020-09-22T15:46:14.7220882Z     raise_missing = True
2020-09-22T15:46:14.7221500Z     self = <pandas.core.indexing._LocIndexer object at 0x0000021609A396D8>
2020-09-22T15:46:14.7222280Z KeyError: "['high_quadratic_params.x_1', 'high_quadratic_params.x_2'] not in index"

From:
https://pipelines.actions.githubusercontent.com/fOuLpdRLhJegHdOkuie9qUN2ZnNM5WKTsTmQkIMYbUKwUvkp3o/_apis/pipelines/1/runs/246/signedlogcontent/14?urlExpires=2020-09-22T16%3A10%3A29.3461235Z&urlSigningMethod=HMACV1&urlSignature=EIMbhzZxH5LmY8MLhX91%2FWJ9h02Ut6Typi2flZjOW5Q%3D