Backport PR #39494: CI: update for numpy 1.20 (#39532)

Co-authored-by: jbrockmendel <[email protected]>

Author: simonjayhawkins

pandas/tests/indexing/test_loc.py

@@ -7,7 +7,6 @@
 import numpy as np
 import pytest
 
-from pandas.compat.numpy import is_numpy_dev
 import pandas.util._test_decorators as td
 
 import pandas as pd
@@ -981,7 +980,6 @@ def test_loc_setitem_empty_append_single_value(self):
         df.loc[0, "x"] = expected.loc[0, "x"]
         tm.assert_frame_equal(df, expected)
 
-    @pytest.mark.xfail(is_numpy_dev, reason="gh-35481")
     def test_loc_setitem_empty_append_raises(self):
         # GH6173, various appends to an empty dataframe
 
@@ -995,7 +993,12 @@ def test_loc_setitem_empty_append_raises(self):
         with pytest.raises(KeyError, match=msg):
             df.loc[[0, 1], "x"] = data
 
-        msg = "cannot copy sequence with size 2 to array axis with dimension 0"
+        msg = "|".join(
+            [
+                "cannot copy sequence with size 2 to array axis with dimension 0",
+                r"could not broadcast input array from shape \(2,\) into shape \(0,\)",
+            ]
+        )
         with pytest.raises(ValueError, match=msg):
             df.loc[0:2, "x"] = data