added note about valid format of ignored columns (#1865)

docs/Parameters.rst

@@ -561,6 +561,8 @@ IO Parameters
 
    -  **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``
 
+   -  **Note**: despite the fact that specified columns will be completely ignored during the training, they still should have a valid format allowing LightGBM to load file successfully
+
 -  ``categorical_feature`` :raw-html:`<a id="categorical_feature" title="Permalink to this parameter" href="#categorical_feature">&#x1F517;&#xFE0E;</a>`, default = ``""``, type = multi-int or string, aliases: ``cat_feature``, ``categorical_column``, ``cat_column``
 
    -  used to specify categorical features

include/LightGBM/config.h

@@ -530,6 +530,7 @@ public:
   // desc = add a prefix ``name:`` for column name, e.g. ``ignore_column=name:c1,c2,c3`` means c1, c2 and c3 will be ignored
   // desc = **Note**: works only in case of loading data directly from file
   // desc = **Note**: index starts from ``0`` and it doesn't count the label column when passing type is ``int``
+  // desc = **Note**: despite the fact that specified columns will be completely ignored during the training, they still should have a valid format allowing LightGBM to load file successfully
   std::string ignore_column = "";
 
   // type = multi-int or string