I had this same error and figured it out. Seeing there are no actual answers posted here I will post my solution.
The problem was I specified “Custom” as the DPI Scale Rule, but I didn’t specify a Custom Scaling Rule Class. To fix the error I changed DPI Scale Rule to one of the prepackaged rules that UE4 ships with (obviously other than Custom).
Go to Edit > Project Settings > Engine - Interface
If you need/want to specify a Custom DPI Scaling Rule then you need to make your own DPI Rules Class and specify that in the Custom DPI Scaling Rule Class drop down.