One more issue: feature_names indices are shifted by one: https://github.com/catboost/catboost/blame/master/catboost/python-package/catboost/utils.py#L100

This is:

1. Very strange and inconsistent with other arguments of the same function
2. Not reflected in the documentation. Usage examples seem to assume that feature enumeration is consistent between feature_names and cat_features https://catboost.ai/en/docs/concepts/python-reference_utils_create_cd

Originally posted by @AlexeySalmin in #2193 (comment)