示例字典：

flat = {'X_a_one': 10,
        'X_a_two': 20, 
        'X_b_one': 10,
        'X_b_two': 20, 
        'Y_a_one': 10,
        'Y_a_two': 20,
        'Y_b_one': 10,
        'Y_b_two': 20}

嵌套字典：

nested = {'X': {'a': {'one': 10,
                      'two': 20}, 
                'b': {'one': 10,
                      'two': 20}}, 
          'Y': {'a': {'one': 10,
                      'two': 20},
                'b': {'one': 10,
                      'two': 20}}}

1、使用自定义函数实现

def nest_dict(flat):
    result = {}
    for k, v in flat.items():
        _nest_dict_rec(k, v, result)
    return result
def _nest_dict_rec(k, v, out):
    k, *rest = k.split('_', 1)
    if rest:
        _nest_dict_rec(rest[0], v, out.setdefault(k, {}))
    else:
        out[k] = v
flat = {'X_a_one': 10,
        'X_a_two': 20, 
        'X_b_one': 10,
        'X_b_two': 20, 
        'Y_a_one': 10,
        'Y_a_two': 20,
        'Y_b_one': 10,
        'Y_b_two': 20}
print(nest_dict(flat))

2、使用for循环实现

output = {}
source = {'X_a_one': 10,
        'X_a_two': 20, 
        'X_b_one': 10,
        'X_b_two': 20, 
        'Y_a_one': 10,
        'Y_a_two': 20,
        'Y_b_one': 10,
        'Y_b_two': 20}
for k, v in source.items():
    current = output
    pieces = k.split('_')
    for piece in pieces[:-1]:
       if not piece in current:
          current[piece] = {}
       current = current[piece]
    current[pieces[-1]] = v
print(output)

3、使用collections.defaultdict实现

from collections import defaultdict
from functools import reduce
from operator import getitem
def getFromDict(dataDict, mapList):
    """Iterate nested dictionary"""
    return reduce(getitem, mapList, dataDict)
# instantiate nested defaultdict of defaultdicts
tree = lambda: defaultdict(tree)
d = tree()
flat = {'X_a_one': 10,
        'X_a_two': 20, 
        'X_b_one': 10,
        'X_b_two': 20, 
        'Y_a_one': 10,
        'Y_a_two': 20,
        'Y_b_one': 10,
        'Y_b_two': 20}
# iterate input dictionary
for k, v in flat.items():
    *keys, final_key = k.split('_')
    getFromDict(d, keys)[final_key] = v
print(d)
#最后一步，可以将defaultdict转换为常规dict，可能这一步有时没有必要。
def default_to_regular_dict(d):
    """Convert nested defaultdict to regular dict of dicts."""
    if isinstance(d, defaultdict):
        d = {k: default_to_regular_dict(v) for k, v in d.items()}
    return d
# 转换回常规字典
res = default_to_regular_dict(d)
print(res)