Set column names in _from_columns_like_self factory (#10400)

A quick fix to set column names in the `_from_columns_like_self` factory. Since dataframe column names are slightly more complex than simple Frame, this fix makes sure column name metadata (such as multi level names) are properly copied to the result dataframe.

Addresses this comment: #10315 (comment)

Authors:
  - Michael Wang (https://github.com/isVoid)

Approvers:
  - GALI PREM SAGAR (https://github.com/galipremsagar)

URL: #10400

python/cudf/cudf/core/dataframe.py

@@ -14,6 +14,7 @@
 from typing import (
     Any,
     Dict,
+    List,
     MutableMapping,
     Optional,
     Set,
@@ -1319,7 +1320,6 @@ def _slice(self: T, arg: slice) -> T:
 
         if is_range_index:
             result.index = self.index[start:stop]
-        result._set_column_names_like(self)
         return result
 
     @_cudf_nvtx_annotate
@@ -6048,6 +6048,18 @@ def _sample_axis_1(
 
         return result
 
+    def _from_columns_like_self(
+        self,
+        columns: List[ColumnBase],
+        column_names: Iterable[str],
+        index_names: Optional[List[str]] = None,
+    ) -> DataFrame:
+        result = super()._from_columns_like_self(
+            columns, column_names, index_names
+        )
+        result._set_column_names_like(self)
+        return result
+
 
 def from_dataframe(df, allow_copy=False):
     return df_protocol.from_dataframe(df, allow_copy=allow_copy)

python/cudf/cudf/core/frame.py

@@ -200,7 +200,7 @@ def _from_data(
     def _from_columns(
         cls,
         columns: List[ColumnBase],
-        column_names: List[str],
+        column_names: abc.Iterable[str],
         index_names: Optional[List[str]] = None,
     ):
         """Construct a `Frame` object from a list of columns.
@@ -231,7 +231,7 @@ def _from_columns(
     def _from_columns_like_self(
         self,
         columns: List[ColumnBase],
-        column_names: List[str],
+        column_names: abc.Iterable[str],
         index_names: Optional[List[str]] = None,
     ):
         """Construct a `Frame` from a list of columns with metadata from self.