记录初学犯错
输出为mat给matlab读要指定变量的名字like this

import scipy.io as sio
sio.savemat('X_train.mat', {'X_train': X_train})
sio.savemat('X_test.mat', {'X_test': X_test})

错误的做法
sio.savemat('X_train.mat', X_train)