pythonpandasdataframescikit-learn

How to split data into 3 sets (train, validation and test)?


I have a pandas dataframe and I wish to divide it to 3 separate sets. I know that using train_test_split from sklearn.cross_validation, one can divide the data in two sets (train and test). However, I couldn't find any solution about splitting the data into three sets. Preferably, I'd like to have the indices of the original data.

I know that a workaround would be to use train_test_split two times and somehow adjust the indices. But is there a more standard / built-in way to split the data into 3 sets instead of 2?


Solution

  • Numpy solution. We will shuffle the whole dataset first (df.sample(frac=1, random_state=42)) and then split our data set into the following parts:


    In [305]: train, validate, test = \
                  np.split(df.sample(frac=1, random_state=42), 
                           [int(.6*len(df)), int(.8*len(df))])
    
    In [306]: train
    Out[306]:
              A         B         C         D         E
    0  0.046919  0.792216  0.206294  0.440346  0.038960
    2  0.301010  0.625697  0.604724  0.936968  0.870064
    1  0.642237  0.690403  0.813658  0.525379  0.396053
    9  0.488484  0.389640  0.599637  0.122919  0.106505
    8  0.842717  0.793315  0.554084  0.100361  0.367465
    7  0.185214  0.603661  0.217677  0.281780  0.938540
    
    In [307]: validate
    Out[307]:
              A         B         C         D         E
    5  0.806176  0.008896  0.362878  0.058903  0.026328
    6  0.145777  0.485765  0.589272  0.806329  0.703479
    
    In [308]: test
    Out[308]:
              A         B         C         D         E
    4  0.521640  0.332210  0.370177  0.859169  0.401087
    3  0.333348  0.964011  0.083498  0.670386  0.169619
    

    [int(.6*len(df)), int(.8*len(df))] - is an indices_or_sections array for numpy.split().

    Here is a small demo for np.split() usage - let's split 20-elements array into the following parts: 80%, 10%, 10%:

    In [45]: a = np.arange(1, 21)
    
    In [46]: a
    Out[46]: array([ 1,  2,  3,  4,  5,  6,  7,  8,  9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20])
    
    In [47]: np.split(a, [int(.8 * len(a)), int(.9 * len(a))])
    Out[47]:
    [array([ 1,  2,  3,  4,  5,  6,  7,  8,  9, 10, 11, 12, 13, 14, 15, 16]),
     array([17, 18]),
     array([19, 20])]