好文章: https://zhuanlan.zhihu.com/p/61705517 一个stacking过程: _N_FOLDS = 5 # 采用5折交叉验证 kf = KFold(n_splits=_N_FOLDS, random_state=42) # sklearn的交叉验证模块,用于划分数据 def get_oof(clf, X_train, y_train, X_test): # X_train: 1000 * 10 # y_train: 1 * 1000 # X_test : 500 * 10 oof_train = np.zeros((X