问题解决： Pandas and scikit-learn: KeyError: […] not in index

https://stackoverflow.com/questions/51091132/pandas-and-scikit-learn-keyerror-not-in-index

The problem is the way you are trying to index the X using X[train_index]. You need to use .loc or .iloc since you have pandas dataframe.

Use this:

cv = KFold(n_splits=10)

for train_index, test_index in cv.split(X):
    f_train_X, f_valid_X = X.iloc[train_index], X.iloc[test_index]
    f_train_y, f_valid_y = y.iloc[train_index], y.iloc[test_index]

1st way: Example using iloc

import pandas as pd
import numpy as np

df = pd.DataFrame(np.random.randint(0,100,size=(100, 4)), columns=list('ABCD'))

df[[1,2]]
#KeyError: '[1 2] not in index'

df.iloc[[1,2]]
#    A   B   C   D
#1  25  97  78  74
#2   6  84  16  21

2nd way: Example by converting pandas to numpy in advance

df = df.values

#now this should work fine
df[[1,2]]
#array([[25, 97, 78, 74],
#      [ 6, 84, 16, 21]])