实现k折交叉，并取每个模型的平均值

from sklearn.model_selection import KFold

X=train_data
kf = KFold(n_splits=6)

modelsave=[]  #用来保存模型

for train_index, test_index in kf.split(X):
    model=train_t(X.reindex(train_index).reset_index(drop=True),X.reindex(test_index).reset_index(drop=True))
    modelsave.append(model)


进行预测

PREDS=[]
for i in modelsave:
    preds = i.predict(xgb_test2, ntree_limit=i.best_ntree_limit)
    PREDS.append(preds)
preds1=np.mean(PREDS,axis=0)   #取平均