Can't understand this error when training model from the client

I am loading my dataset like normal today and all of the sudden I am getting an error that I don’t understand at all:

cluster = dask.distributed.LocalCluster(threads_per_worker=1)
client = dask.distributed.Client(cluster)
dTrain = xgb.dask.DaskDMatrix(client=client, data=xTrain, label=yTrain, feature_names=featureNames)
params = {'tree_method':'hist','objective':'reg:squarederror', 'max_depth':20,'min_child_weight':10000,'eta':0.1,'seed':2}
reg = xgb.dask.train(client, params, dTrain, num_boost_round=1,verbose_eval=1)

---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
<ipython-input-7-da7b6849a8a8> in <module>
      8 
      9 params = {'tree_method':'hist','objective':'reg:squarederror', 'max_depth':20,'min_child_weight':10000,'eta':0.1,'seed':2}
---> 10 reg = xgb.dask.train(client, params, dTrain, num_boost_round=1,verbose_eval=1)
     11 
     12 end = datetime.now()

~/.local/lib/python3.8/site-packages/xgboost/dask.py in train(client, params, dtrain, evals, early_stopping_rounds, *args, **kwargs)
    734     _assert_dask_support()
    735     client = _xgb_get_client(client)
--> 736     return client.sync(
    737         _train_async, client, params, dtrain=dtrain, *args, evals=evals,
    738         early_stopping_rounds=early_stopping_rounds, **kwargs)

~/.local/lib/python3.8/site-packages/distributed/client.py in sync(self, func, asynchronous, callback_timeout, *args, **kwargs)
    835             return future
    836         else:
--> 837             return sync(
    838                 self.loop, func, *args, callback_timeout=callback_timeout, **kwargs
    839             )

~/.local/lib/python3.8/site-packages/distributed/utils.py in sync(loop, func, callback_timeout, *args, **kwargs)
    349     if error[0]:
    350         typ, exc, tb = error[0]
--> 351         raise exc.with_traceback(tb)
    352     else:
    353         return result[0]

~/.local/lib/python3.8/site-packages/distributed/utils.py in f()
    332             if callback_timeout is not None:
    333                 future = asyncio.wait_for(future, callback_timeout)
--> 334             result[0] = yield future
    335         except Exception as exc:
    336             error[0] = sys.exc_info()

/opt/conda/lib/python3.8/site-packages/tornado/gen.py in run(self)
    733 
    734                     try:
--> 735                         value = future.result()
    736                     except Exception:
    737                         exc_info = sys.exc_info()

~/.local/lib/python3.8/site-packages/xgboost/dask.py in _train_async(client, params, dtrain, evals, early_stopping_rounds, *args, **kwargs)
    700 
    701     results = await client.gather(futures)
--> 702     return list(filter(lambda ret: ret is not None, results))[0]
    703 
    704 

IndexError: list index out of range

It seems like there is something wrong with my client?

Could you please show us how to reproduce in https://github.com/dmlc/xgboost/issues/6788 ?