Dataframe filtering duplicates columns
#### Code Sample, a copy-pastable example if possible

```python
import pandas
df = pandas.DataFrame(columns=['A', 'B'])
print(df.columns)
df = df.filter(items=['A', 'A', 'A'])
print(df.columns)
```
#### Problem description

Filtering a dataframe with a list which contains multiple times a column that is already inside the original dataframe results in a new dataframe, where the mentioned column is present multiple times. This problem might be fixed easily by converting the input list into a set.

#### Expected Output
A filtered dataframe which have only one column: 'A'.
#### Output of ``pd.show_versions()``

<details>

[paste the output of ``pd.show_versions()`` here below this line]
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.3.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 60 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.22.0
pytest: None
pip: 9.0.1
setuptools: 28.8.0
Cython: None
numpy: 1.14.3
scipy: None
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: None
patsy: None
dateutil: 2.7.3
pytz: 2018.4
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: 1.0b10
sqlalchemy: 1.2.3
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
</details>
