title: Slicing a Dask Dataframe
body: <p>I have the following code where I like to do a train/test split on a Dask dataframe </p>
  
  <pre><code>df = dd.read_csv(csv_filename, sep=',', encoding="latin-1",
                       names=cols, header=0, dtype='str') 
  </code></pre>
  
  <p>But when I try to do slices like </p>
  
  <pre><code>for train, test in cv.split(X, y):
      df.fit(X[train], y[train])
  </code></pre>
  
  <p>it fails with the error</p>
  
  <pre><code>KeyError: '[11639 11641 11642 ..., 34997 34998 34999] not in index'
  </code></pre>
  
  <p>Any ideas?</p>