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)

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))

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()

您需要将pandas数据帧转换为numpy数组，然后将numpy数组转换回数据帧

 import pandas as pd
df=pd.read_csv('/content/drive/My Drive/snippet.csv', sep='\t')
from sklearn.model_selection import train_test_split

train, test = train_test_split(df, test_size=0.2)
train1=pd.DataFrame(train)
test1=pd.DataFrame(test)
train1.to_csv('/content/drive/My Drive/train.csv',sep="\t",header=None, encoding='utf-8', index = False)
test1.to_csv('/content/drive/My Drive/test.csv',sep="\t",header=None, encoding='utf-8', index = False)

我会用K-fold交叉验证。 它已被证明比train_test_split提供更好的结果。下面是一篇关于如何在sklearn中应用它的文章，来自文档本身:https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.KFold.html

你也可以考虑分层划分为训练集和测试集。设定划分也随机生成训练集和测试集，但保留了原始的类比例。这使得训练集和测试集更好地反映原始数据集的属性。

import numpy as np  

def get_train_test_inds(y,train_proportion=0.7):
    '''Generates indices, making random stratified split into training set and testing sets
    with proportions train_proportion and (1-train_proportion) of initial sample.
    y is any iterable indicating classes of each observation in the sample.
    Initial proportions of classes inside training and 
    testing sets are preserved (stratified sampling).
    '''

    y=np.array(y)
    train_inds = np.zeros(len(y),dtype=bool)
    test_inds = np.zeros(len(y),dtype=bool)
    values = np.unique(y)
    for value in values:
        value_inds = np.nonzero(y==value)[0]
        np.random.shuffle(value_inds)
        n = int(train_proportion*len(value_inds))

        train_inds[value_inds[:n]]=True
        test_inds[value_inds[n:]]=True

    return train_inds,test_inds

df[train_inds]和df[test_inds]为您提供原始DataFrame df的训练和测试集。