BUG: np.inf now causes Index to upcast from int to float
 - [x] closes #16957
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master -u -- "*.py" | flake8 --diff``
 - [x] whatsnew entry

Previously the following code would cause an OverflowError

```python
df = pd.DataFrame(columns=[0])
df.loc[0] = 0
df.loc[np.inf] = 1
```

This patch catches the exception and allows the `pd.Int64Index` / `pd.UInt64Index` to upcast itself into a `pd.Float64Index`. 

Additionally, when I was writing tests for this patch I noticed 

```python 
np.inf in pd.Int64Index([1, 2, 3])
```

would also cause an OverflowError. I also patched this as well, and now it correctly returns False. 

------- 

I had trouble running tests on my local machine, so I'll wait for the travis checks. 

I'm also unsure the whatsnew entry is in the correct format. Let me know if that needs to be changed. 