REF: implement LossySetitemError
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [ ] whatsnew entry

Catch this specifically instead of ValueError, which can have unrelated causes xref https://github.com/numpy/numpy/issues/20923
> So this is not a user-exposed error?

That’s the idea, yes
 ping(ish) can you rebase hmm rebase and i think some related failures > hmm rebase and i think some related failures

rebased + green @jbrockmendel looks like the doctests and ASV are failing as this error is being surfaced

https://github.com/pandas-dev/pandas/runs/5014539859?check_suite_focus=true
https://github.com/pandas-dev/pandas/runs/5014540218?check_suite_focus=true

(odd that the build didn't catch this)

Nevermind. I see you're on it :)