I believe it is that you are trying to use Caustics without an dielectric_Material_photonic as part of your shaders network for the model. The error is because you are casting caustic photons and nothing is in the scene has material to interact with it. Hope that makes sense and helps you.

If you are using 8.5, drag and drop it on you model and that should work. Either that or turn of caustics in your render globals.