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。

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))

要分成两个以上的类，如训练、测试和验证，可以这样做:

probs = np.random.rand(len(df))
training_mask = probs < 0.7
test_mask = (probs>=0.7) & (probs < 0.85)
validatoin_mask = probs >= 0.85


df_training = df[training_mask]
df_test = df[test_mask]
df_validation = df[validatoin_mask]

这将把大约70%的数据用于训练，15%用于测试，15%用于验证。

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

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

你可以使用下面的代码来创建测试和训练样本:

from sklearn.model_selection import train_test_split
trainingSet, testSet = train_test_split(df, test_size=0.2)

测试大小可以根据您想要放入测试和训练数据集中的数据百分比而变化。