scikit-learn/scikit-learn — pull request #2865 by hanke (2014-02-16 12:45:38+00:00)
Title: BF: load_boston() returns 13 features, but 14 feature names

Last column has the target value, hence only report first 13 names.

It could be argued that it would be useful to report the name of the target as well, but a better and different name than "feature_names" would avoid confusion.