可以使用~(波浪符)排除使用df.sample()采样的行，让pandas单独处理索引的采样和过滤，以获得两个集。

train_df = df.sample(frac=0.8, random_state=100)
test_df = df[~df.index.isin(train_df.index)]

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

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。

不需要转换为numpy。只要用pandas df来做拆分，它就会返回一个pandas df。

from sklearn.model_selection import train_test_split

train, test = train_test_split(df, test_size=0.2)

如果你想把x和y分开

X_train, X_test, y_train, y_test = train_test_split(df[list_of_x_cols], df[y_col],test_size=0.2)

如果要分割整个df

X, y = df[list_of_x_cols], df[y_col]

如果你希望有一个数据帧和两个数据帧(不是numpy数组)，这应该可以做到:

def split_data(df, train_perc = 0.8):

   df['train'] = np.random.rand(len(df)) < train_perc

   train = df[df.train == 1]

   test = df[df.train == 0]

   split_data ={'train': train, 'test': test}

   return split_data

您可以使用df.as_matrix()函数并创建Numpy-array并传递它。

Y = df.pop()
X = df.as_matrix()
x_train, x_test, y_train, y_test = train_test_split(X, Y, test_size = 0.2)
model.fit(x_train, y_train)
model.test(x_test)