mmap error is not always returned in English
Fixes a build error from https://github.com/pydata/pandas/pull/12946 caused by mmap error being returned in Italian when `LOCALE_OVERRIDE="it_IT.UTF-8"`. The test fails with:

`AssertionError: "Invalid argument" does not match "[Errno 22] Argomento non valido"`

``` python
        msg = "Invalid argument"
        tm.assertRaisesRegexp(mmap.error, msg, common.MMapWrapper, non_file)
```

i.e. message is not being matched. Change to match the errno instead as that's the same across languages. 
