Rename silently ignores missing key

[ghost]

Code Sample, a copy-pastable example if possible

import pandas as pd
df = pd.DataFrame([{'a': 1, 'b': 2}, {'a': 10, 'b': 20}])              
df.rename(columns={'XXX': 'YYY'})                                      

Out[16]: 
    a   b
0   1   2
1  10  20

Problem description

If I try to rename a column but it doesn't exist, I want to be alerted about this. From the Zen of Python, "Errors should not pass silently."

Currently, there is no indication of a failure, I just silently get a different result than expected.

Expected Output

KeyError('XXX')

Output of pd.show_versions()

[paste the output of pd.show_versions() here below this line]
INSTALLED VERSIONS

commit: None
python: 3.6.6.final.0
python-bits: 64
OS: Linux
OS-release: 4.15.0-39-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.23.4
pytest: 3.9.3
pip: 18.1
setuptools: 40.4.3
Cython: None
numpy: 1.15.2
scipy: 1.1.0
pyarrow: None
xarray: None
IPython: 7.0.1
sphinx: None
patsy: 0.5.1
dateutil: 2.7.3
pytz: 2018.5
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: 3.0.2
openpyxl: 2.5.8
xlrd: 1.1.0
xlwt: None
xlsxwriter: None
lxml: 4.2.5
bs4: 4.6.3
html5lib: 1.0.1
sqlalchemy: 1.2.12
pymysql: None
psycopg2: 2.7.6.1 (dt dec pq3 ext lo64)
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None

[WillAyd]

Duplicate of #13473 if you'd like to take a look PR would be welcome