- [x] I have checked that this issue has not already been reported. - [x] I have confirmed this bug exists on the latest version of pandas. - [ ] (optional) I have confirmed this bug exists on the master branch of pandas. --- #### Code Sample, a copy-pastable example ```python import pandas as pd df1 = pd.DataFrame({'a': [3, 5, 2, 7, 1, 2, 4, 6, 2, 4], 'b': [8, 3, 4, 1, 8, 2, 2, 2, 2, 3], 'c': [1, 8, 8, 5, 3, 5, 0, 0, 5, 4], 'd': [9, 7, 6, 3, 6, 3, 2, 1, 5, 8]}, index=list(range(10, 20))) df1.groupby('c').sample(1, weights=df1['d'].to_numpy()) ``` #### Problem description Sampling ought to work but exception is reported with error stack below: ``` Traceback (most recent call last): File "/Users/wenjun/miniconda3/lib/python3.8/site-packages/IPython/core/interactiveshell.py", line 3417, in run_code exec(code_obj, self.user_global_ns, self.user_ns) File "<ipython-input-4-1fc31a504740>", line 1, in <module> df1.groupby('c').sample(1, weights=df1['d'].to_numpy()) File "/Users/wenjun/miniconda3/lib/python3.8/site-packages/pandas/core/groupby/groupby.py", line 3024, in sample ws = [weights[idx] for idx in self.indices.values()] File "/Users/wenjun/miniconda3/lib/python3.8/site-packages/pandas/core/groupby/groupby.py", line 3024, in <listcomp> ws = [weights[idx] for idx in self.indices.values()] File "/Users/wenjun/miniconda3/lib/python3.8/site-packages/pandas/core/series.py", line 875, in __getitem__ return self._get_with(key) File "/Users/wenjun/miniconda3/lib/python3.8/site-packages/pandas/core/series.py", line 910, in _get_with return self.loc[key] File "/Users/wenjun/miniconda3/lib/python3.8/site-packages/pandas/core/indexing.py", line 895, in __getitem__ return self._getitem_axis(maybe_callable, axis=axis) File "/Users/wenjun/miniconda3/lib/python3.8/site-packages/pandas/core/indexing.py", line 1113, in _getitem_axis return self._getitem_iterable(key, axis=axis) File "/Users/wenjun/miniconda3/lib/python3.8/site-packages/pandas/core/indexing.py", line 1053, in _getitem_iterable keyarr, indexer = self._get_listlike_indexer(key, axis, raise_missing=False) File "/Users/wenjun/miniconda3/lib/python3.8/site-packages/pandas/core/indexing.py", line 1266, in _get_listlike_indexer self._validate_read_indexer(keyarr, indexer, axis, raise_missing=raise_missing) File "/Users/wenjun/miniconda3/lib/python3.8/site-packages/pandas/core/indexing.py", line 1308, in _validate_read_indexer raise KeyError(f"None of [{key}] are in the [{axis_name}]") KeyError: "None of [Int64Index([6, 7], dtype='int64')] are in the [index]" ``` #### Output of ``pd.show_versions()`` <details> INSTALLED VERSIONS ------------------ commit : 7d32926db8f7541c356066dcadabf854487738de python : 3.8.5.final.0 python-bits : 64 OS : Darwin OS-release : 19.6.0 Version : Darwin Kernel Version 19.6.0: Tue Jan 12 22:13:05 PST 2021; root:xnu-6153.141.16~1/RELEASE_X86_64 machine : x86_64 processor : i386 byteorder : little LC_ALL : None LANG : None LOCALE : zh_CN.UTF-8 pandas : 1.2.2 numpy : 1.19.1 pytz : 2021.1 dateutil : 2.8.1 pip : 20.2.2 setuptools : 49.6.0.post20200814 Cython : 0.29.21 pytest : 6.0.1 hypothesis : None sphinx : 3.2.1 blosc : None feather : None xlsxwriter : None lxml.etree : None html5lib : None pymysql : None psycopg2 : None jinja2 : 2.11.2 IPython : 7.17.0 pandas_datareader: None bs4 : None bottleneck : None fsspec : None fastparquet : 0.4.2 gcsfs : None matplotlib : 3.2.2 numexpr : 2.7.1 odfpy : None openpyxl : None pandas_gbq : None pyarrow : 1.0.1 pyxlsb : None s3fs : None scipy : 1.6.0 sqlalchemy : 1.3.18 tables : None tabulate : None xarray : None xlrd : None xlwt : None numba : 0.51.2 </details>