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Thanks for the PR @yuanx749, the fix and the test look good. Can you please add an entry to the change log (doc/whats_new/1.5.rst)?

Thank you for reviewing @ogrisel. I added the entry to whats_new.

Actually, I think it would be worth making the test stronger by expanding test_predictions to insert some extra columns f_cat_a = rng.randint(low=0, high=9, size=n_samples) (and similarly f_b and f_c, before, between and after f_0 and f_1 and no monotonicity constraint on those columns (and no impact on y either).

This way we could better check the correctness of the monotonicity constraint remapping.

/cc @thomasjpfan.

Actually, I think it would be worth making the test stronger by expanding test_predictions to insert some extra columns f_cat_a = rng.randint(low=0, high=9, size=n_samples) (and similarly f_b and f_c, before, between and after f_0 and f_1 and no monotonicity constraint on those columns (and no impact on y either).

This way we could better check the correctness of the monotonicity constraint remapping.

Good point. I updated test_predictions, and all tests pass locally.

Then I think the additional non-regression test I added before can be removed.