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User Identity Linkage (UIL) has emerged as a focal point of research in the field of network analysis and plays a critical role in the governance of cyberspace; related technologies can also be extended for applications in traffic safety and traffic management. The traditional random walk-based UIL method has achieved a balance between performance and interpretability, but it still faces several challenges, such as low discriminability of nodes, instability of feature extraction, and missing features in matching scenarios. To address these challenges, this paper presents Adap-UIL, a multi-feature UIL framework based on an Adaptive Graph Walk. First, we design and implement an Adaptive Graph Walk method based on the Restarted Affinity Coefficient (RAC), which enhances both the neighborhood and higher-order features of nodes, and then we integrate cross-network features to form Adap-UIL with a more enriched node representation, facilitating user identity linkage. Experimental results on real datasets show that the Adap-UIL model outperforms the benchmark models, especially in the P@5 and P@10 metrics by 5 percentage points, and it captures key features more efficiently and effectively.