[BUG] Grouping by a nonexistent key gives ValueError rather than KeyError

[shwina]

I would expect the code below to raise a KeyError, but it raises a ValueError instead:

>>> import cudf
>>> df = cudf.DataFrame({'a': [1, 1, 2], 'b': [1, 2, 3]})
>>> df.groupby('cd').sum() 
...
ValueError: Grouper and object must have same length