我有一个数据框架形式的相当大的数据集,我想知道我如何能够将数据框架分成两个随机样本(80%和20%)进行训练和测试。

谢谢!


当前回答

这是我在需要分割数据帧时所写的。我考虑过使用上面安迪的方法,但不喜欢我不能精确地控制数据集的大小(例如,有时是79,有时是81,等等)。

def make_sets(data_df, test_portion):
    import random as rnd

    tot_ix = range(len(data_df))
    test_ix = sort(rnd.sample(tot_ix, int(test_portion * len(data_df))))
    train_ix = list(set(tot_ix) ^ set(test_ix))

    test_df = data_df.ix[test_ix]
    train_df = data_df.ix[train_ix]

    return train_df, test_df


train_df, test_df = make_sets(data_df, 0.2)
test_df.head()

其他回答

我会使用numpy的randn:

In [11]: df = pd.DataFrame(np.random.randn(100, 2))

In [12]: msk = np.random.rand(len(df)) < 0.8

In [13]: train = df[msk]

In [14]: test = df[~msk]

为了证明这是有效的:

In [15]: len(test)
Out[15]: 21

In [16]: len(train)
Out[16]: 79

将df分成训练,验证,测试。给定增广数据的df,只选择相关列和独立列。将最近的10%的行(使用'dates'列)分配给test_df。随机将剩余行的10%分配给validate_df,其余的分配给train_df。不要重新索引。检查所有行是否都是唯一分配的。只使用本地蟒和熊猫库。

方法1:将行分割为训练、验证、测试数据框架。

train_df = augmented_df[dependent_and_independent_columns]
test_df = train_df.sort_values('dates').tail(int(len(augmented_df)*0.1)) # select latest 10% of dates for test data
train_df = train_df.drop(test_df.index) # drop rows assigned to test_df
validate_df = train_df.sample(frac=0.1) # randomly assign 10%
train_df = train_df.drop(validate_df.index) # drop rows assigned to validate_df
assert len(augmented_df) == len(set(train_df.index).union(validate_df.index).union(test_df.index)) # every row must be uniquely assigned to a df

方法2:当validate必须是train的子集时拆分行(fastai)

train_validate_test_df = augmented_df[dependent_and_independent_columns]
test_df = train_validate_test_df.loc[augmented_df.sort_values('dates').tail(int(len(augmented_df)*0.1)).index] # select latest 10% of dates for test data
train_validate_df = train_validate_test_df.drop(test_df.index) # drop rows assigned to test_df
validate_df = train_validate_df.sample(frac=validate_ratio) # assign 10% to validate_df
train_df = train_validate_df.drop(validate_df.index) # drop rows assigned to validate_df
assert len(augmented_df) == len(set(train_df.index).union(validate_df.index).union(test_df.index)) # every row must be uniquely assigned to a df
# fastai example usage
dls = fastai.tabular.all.TabularDataLoaders.from_df(
train_validate_df, valid_idx=train_validate_df.index.get_indexer_for(validate_df.index))

如果你需要根据你的数据集中的lables列来分割你的数据,你可以使用这个:

def split_to_train_test(df, label_column, train_frac=0.8):
    train_df, test_df = pd.DataFrame(), pd.DataFrame()
    labels = df[label_column].unique()
    for lbl in labels:
        lbl_df = df[df[label_column] == lbl]
        lbl_train_df = lbl_df.sample(frac=train_frac)
        lbl_test_df = lbl_df.drop(lbl_train_df.index)
        print '\n%s:\n---------\ntotal:%d\ntrain_df:%d\ntest_df:%d' % (lbl, len(lbl_df), len(lbl_train_df), len(lbl_test_df))
        train_df = train_df.append(lbl_train_df)
        test_df = test_df.append(lbl_test_df)

    return train_df, test_df

并使用它:

train, test = split_to_train_test(data, 'class', 0.7)

如果你想控制分割随机性或使用一些全局随机种子,你也可以传递random_state。

我将使用scikit-learn自己的training_test_split,并从索引生成它

from sklearn.model_selection import train_test_split


y = df.pop('output')
X = df

X_train,X_test,y_train,y_test = train_test_split(X.index,y,test_size=0.2)
X.iloc[X_train] # return dataframe train

有许多方法可以创建训练/测试甚至验证样本。

案例1:没有任何选项的经典方法train_test_split:

from sklearn.model_selection import train_test_split
train, test = train_test_split(df, test_size=0.3)

案例2:非常小的数据集(<500行):为了通过这种交叉验证获得所有行的结果。最后,您将对可用训练集的每一行都有一个预测。

from sklearn.model_selection import KFold
kf = KFold(n_splits=10, random_state=0)
y_hat_all = []
for train_index, test_index in kf.split(X, y):
    reg = RandomForestRegressor(n_estimators=50, random_state=0)
    X_train, X_test = X[train_index], X[test_index]
    y_train, y_test = y[train_index], y[test_index]
    clf = reg.fit(X_train, y_train)
    y_hat = clf.predict(X_test)
    y_hat_all.append(y_hat)

案例3a:用于分类的不平衡数据集。下面是情形1的等价解:

from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y, stratify=y, test_size=0.3)

案例3b:用于分类的不平衡数据集。在情形2之后,等价解如下:

from sklearn.model_selection import StratifiedKFold
kf = StratifiedKFold(n_splits=10, random_state=0)
y_hat_all = []
for train_index, test_index in kf.split(X, y):
    reg = RandomForestRegressor(n_estimators=50, random_state=0)
    X_train, X_test = X[train_index], X[test_index]
    y_train, y_test = y[train_index], y[test_index]
    clf = reg.fit(X_train, y_train)
    y_hat = clf.predict(X_test)
    y_hat_all.append(y_hat)

案例4:你需要在大数据上创建一个训练/测试/验证集来调优超参数(60%训练,20%测试和20% val)。

from sklearn.model_selection import train_test_split
X_train, X_test_val, y_train, y_test_val = train_test_split(X, y, test_size=0.6)
X_test, X_val, y_test, y_val = train_test_split(X_test_val, y_test_val, stratify=y, test_size=0.5)