Passing an invalid flavor to read_html prints the wrong error message
#### Code Sample, a copy-pastable example if possible

```python
>>> import pandas as pd
>>> df_list = pd.read_html('https://google.com', flavor='unknown')
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/Users/achabot/envs/tmp-b79b7181308bb9c1/lib/python3.7/site-packages/pandas/io/html.py", line 987, in read_html
    displayed_only=displayed_only)
  File "/Users/achabot/envs/tmp-b79b7181308bb9c1/lib/python3.7/site-packages/pandas/io/html.py", line 787, in _parse
    flavor = _validate_flavor(flavor)
  File "/Users/achabot/envs/tmp-b79b7181308bb9c1/lib/python3.7/site-packages/pandas/io/html.py", line 782, in _validate_flavor
    valid=_print_as_set(valid_flavors)))
ValueError: {arg} is not a valid set of flavors, valid flavors are {arg}
```
#### Problem description

The error message should show the `flavor` selected and the valid choices. It's happenning on this line below, and it's a regression from previous versions, which used `%`-formatting and worked properly.

https://github.com/pandas-dev/pandas/blob/de39bfc5e5c6483cb2669773fa10ddc2e32ca111/pandas/io/html.py#L857

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit: None
python: 3.7.0.final.0
python-bits: 64
OS: Darwin
OS-release: 18.2.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: en_US.UTF-8
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.23.4
pytest: None
pip: 18.1
setuptools: 40.5.0
Cython: None
numpy: 1.15.4
scipy: None
pyarrow: None
xarray: None
IPython: None
sphinx: None
patsy: None
dateutil: 2.7.5
pytz: 2018.7
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: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: None
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None

</details>
