Extract internal data from pd.DataFrame for DMatrix data

def _maybe_pandas_data(data, feature_names, feature_types):
    """ Extract internal data from pd.DataFrame for DMatrix data """

    if not isinstance(data, DataFrame):
        return data, feature_names, feature_types

    data_dtypes = data.dtypes
    if not all(dtype.name in PANDAS_DTYPE_MAPPER for dtype in data_dtypes):
        bad_fields = [data.columns[i] for i, dtype in
                      enumerate(data_dtypes) if dtype.name not in PANDAS_DTYPE_MAPPER]

        msg = """DataFrame.dtypes for data must be int, float or bool.
                Did not expect the data types in fields """
        raise ValueError(msg + ', '.join(bad_fields))

    if feature_names is None:
        if isinstance(data.columns, MultiIndex):
            feature_names = [
                ' '.join([str(x) for x in i])
                for i in data.columns
            ]
        else:
            feature_names = data.columns.format()

    if feature_types is None:
        feature_types = [PANDAS_DTYPE_MAPPER[dtype.name] for dtype in data_dtypes]

    data = data.values.astype('float')

    return data, feature_names, feature_types