这种错误很常见，主要可能是我们操作的（df）是一个dataframe，应该正确的运用索引，loc或者iloc。

例如，我遇到一次错误：

factors = data[:, :] # 其它因素
m, n = factors.shape
corrs = np.zeros((n, n))
for i in range(n):
    print(i)
    for j in range(n):
        corrs[i, j] = dist_corr(factors[:, i], factors[:, j])
corrs

TypeError: '(slice(None, None, None), slice(None, None, None))' is an invalid key

更正后：

factors = data.iloc[:, :] # 其它因素
m, n = factors.shape
corrs = np.zeros((n, n))
for i in range(n):
    print(i)
    for j in range(n):
        corrs[i, j] = dist_corr(factors.iloc[:, i], factors.iloc[:, j])
corrs