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 212nd 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]])