## 问题：如何将数据集分割/划分为训练和测试数据集，例如进行交叉验证？

What is a good way to split a NumPy array randomly into training and testing/validation dataset? Something similar to the `cvpartition` or `crossvalind` functions in Matlab.

## 回答 0

``````import numpy
x = numpy.random.rand(100, 5)
numpy.random.shuffle(x)
training, test = x[:80,:], x[80:,:]``````

``````import numpy
x = numpy.random.rand(100, 5)
indices = numpy.random.permutation(x.shape[0])
training_idx, test_idx = indices[:80], indices[80:]
training, test = x[training_idx,:], x[test_idx,:]``````

``````import numpy
x = numpy.random.rand(100, 5)
training_idx = numpy.random.randint(x.shape[0], size=80)
test_idx = numpy.random.randint(x.shape[0], size=20)
training, test = x[training_idx,:], x[test_idx,:]``````

If you want to split the data set once in two halves, you can use `numpy.random.shuffle`, or `numpy.random.permutation` if you need to keep track of the indices:

``````import numpy
x = numpy.random.rand(100, 5)
numpy.random.shuffle(x)
training, test = x[:80,:], x[80:,:]
``````

or

``````import numpy
x = numpy.random.rand(100, 5)
indices = numpy.random.permutation(x.shape[0])
training_idx, test_idx = indices[:80], indices[80:]
training, test = x[training_idx,:], x[test_idx,:]
``````

There are many ways to repeatedly partition the same data set for cross validation. One strategy is to resample from the dataset, with repetition:

``````import numpy
x = numpy.random.rand(100, 5)
training_idx = numpy.random.randint(x.shape[0], size=80)
test_idx = numpy.random.randint(x.shape[0], size=20)
training, test = x[training_idx,:], x[test_idx,:]
``````

Finally, sklearn contains several cross validation methods (k-fold, leave-n-out, …). It also includes more advanced “stratified sampling” methods that create a partition of the data that is balanced with respect to some features, for example to make sure that there is the same proportion of positive and negative examples in the training and test set.

## 回答 1

``````from sklearn.model_selection import train_test_split

data, labels = np.arange(10).reshape((5, 2)), range(5)

data_train, data_test, labels_train, labels_test = train_test_split(data, labels, test_size=0.20, random_state=42)``````

There is another option that just entails using scikit-learn. As scikit’s wiki describes, you can just use the following instructions:

``````from sklearn.model_selection import train_test_split

data, labels = np.arange(10).reshape((5, 2)), range(5)

data_train, data_test, labels_train, labels_test = train_test_split(data, labels, test_size=0.20, random_state=42)
``````

This way you can keep in sync the labels for the data you’re trying to split into training and test.

## 回答 2

``````from sklearn.cross_validation import train_test_split

X = get_my_X()
y = get_my_y()
x_train, x_test, y_train, y_test = train_test_split(X, y, test_size=0.3)
x_test, x_val, y_test, y_val = train_test_split(x_test, y_test, test_size=0.5)``````

Just a note. In case you want train, test, AND validation sets, you can do this:

``````from sklearn.cross_validation import train_test_split

X = get_my_X()
y = get_my_y()
x_train, x_test, y_train, y_test = train_test_split(X, y, test_size=0.3)
x_test, x_val, y_test, y_val = train_test_split(x_test, y_test, test_size=0.5)
``````

These parameters will give 70 % to training, and 15 % each to test and val sets. Hope this helps.

## 回答 3

``````import numpy as np
from sklearn.model_selection import train_test_split
X, y = np.arange(10).reshape((5, 2)), range(5)

X_trn, X_tst, y_trn, y_tst = train_test_split(X, y, test_size=0.2, random_state=42)``````

As `sklearn.cross_validation` module was deprecated, you can use:

``````import numpy as np
from sklearn.model_selection import train_test_split
X, y = np.arange(10).reshape((5, 2)), range(5)

X_trn, X_tst, y_trn, y_tst = train_test_split(X, y, test_size=0.2, random_state=42)
``````

## 回答 4

``````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

y = np.array([1,1,2,2,3,3])
train_inds,test_inds = get_train_test_inds(y,train_proportion=0.5)
print y[train_inds]
print y[test_inds]``````

``````[1 2 3]
[1 2 3]``````

You may also consider stratified division into training and testing set. Startified division also generates training and testing set randomly but in such a way that original class proportions are preserved. This makes training and testing sets better reflect the properties of the original dataset.

``````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

y = np.array([1,1,2,2,3,3])
train_inds,test_inds = get_train_test_inds(y,train_proportion=0.5)
print y[train_inds]
print y[test_inds]
``````

This code outputs:

``````[1 2 3]
[1 2 3]
``````

## 回答 5

``````def partition(seq, chunks):
"""Splits the sequence into equal sized chunks and them as a list"""
result = []
for i in range(chunks):
chunk = []
for element in seq[i:len(seq):chunks]:
chunk.append(element)
result.append(chunk)
return result``````

I wrote a function for my own project to do this (it doesn’t use numpy, though):

``````def partition(seq, chunks):
"""Splits the sequence into equal sized chunks and them as a list"""
result = []
for i in range(chunks):
chunk = []
for element in seq[i:len(seq):chunks]:
chunk.append(element)
result.append(chunk)
return result
``````

If you want the chunks to be randomized, just shuffle the list before passing it in.

## 回答 6

``````% X = data array
% y = Class_label
from sklearn.cross_validation import StratifiedKFold
skf = StratifiedKFold(y, n_folds=5)
for train_index, test_index in skf:
print("TRAIN:", train_index, "TEST:", test_index)
X_train, X_test = X[train_index], X[test_index]
y_train, y_test = y[train_index], y[test_index]``````

Here is a code to split the data into n=5 folds in a stratified manner

``````% X = data array
% y = Class_label
from sklearn.cross_validation import StratifiedKFold
skf = StratifiedKFold(y, n_folds=5)
for train_index, test_index in skf:
print("TRAIN:", train_index, "TEST:", test_index)
X_train, X_test = X[train_index], X[test_index]
y_train, y_test = y[train_index], y[test_index]
``````

## 回答 7

``````training_idx = np.random.choice(X.shape[0], int(np.round(X.shape[0] * 0.8)),replace=False)
training_idx = np.random.permutation(np.arange(X.shape[0]))[:np.round(X.shape[0] * 0.8)]
test_idx = np.setdiff1d( np.arange(0,X.shape[0]), training_idx)``````

Thanks pberkes for your answer. I just modified it to avoid (1) replacement while sampling (2) duplicated instances occurred in both training and testing:

``````training_idx = np.random.choice(X.shape[0], int(np.round(X.shape[0] * 0.8)),replace=False)
training_idx = np.random.permutation(np.arange(X.shape[0]))[:np.round(X.shape[0] * 0.8)]
test_idx = np.setdiff1d( np.arange(0,X.shape[0]), training_idx)
``````

## 回答 8

1. 洗净整个矩阵arr，然后拆分数据以进行训练和测试
2. 随机排列索引，然后将其分配给x和y以拆分数据
3. 与方法2相同，但以更有效的方式进行
4. 使用熊猫数据框进行拆分

``````import numpy as np
arr = np.random.rand(100, 3)
X = arr[:,:2]
Y = arr[:,2]
spl = 0.7
N = len(arr)
sample = int(spl*N)

#%% Method 1:  shuffle the whole matrix arr and then split
np.random.shuffle(arr)
x_train, x_test, y_train, y_test = X[:sample,:], X[sample:, :], Y[:sample, ], Y[sample:,]

#%% Method 2: shuffle the indecies and then shuffle and apply to X and Y
train_idx = np.random.choice(N, sample)
Xtrain = X[train_idx]
Ytrain = Y[train_idx]

test_idx = [idx for idx in range(N) if idx not in train_idx]
Xtest = X[test_idx]
Ytest = Y[test_idx]

#%% Method 3: shuffle indicies without a for loop
idx = np.random.permutation(arr.shape[0])  # can also use random.shuffle
train_idx, test_idx = idx[:sample], idx[sample:]
x_train, x_test, y_train, y_test = X[train_idx,:], X[test_idx,:], Y[train_idx,], Y[test_idx,]

#%% Method 4: using pandas dataframe to split
import pandas as pd
df = pd.read_csv(file_path, header=None) # Some csv file (I used some file with 3 columns)

train = df.sample(frac=0.7, random_state=200)
test = df.drop(train.index)``````

• 方法1：0.35883826200006297秒
• 方法2：1.7157016959999964秒
• 方法3：1.7876616719995582秒
• 方法4：0.07562861499991413秒

After doing some reading and taking into account the (many..) different ways of splitting the data to train and test, I decided to timeit!

I used 4 different methods (non of them are using the library sklearn, which I’m sure will give the best results, giving that it is well designed and tested code):

1. shuffle the whole matrix arr and then split the data to train and test
2. shuffle the indices and then assign it x and y to split the data
3. same as method 2, but in a more efficient way to do it
4. using pandas dataframe to split

method 3 won by far with the shortest time, after that method 1, and method 2 and 4 discovered to be really inefficient.

The code for the 4 different methods I timed:

``````import numpy as np
arr = np.random.rand(100, 3)
X = arr[:,:2]
Y = arr[:,2]
spl = 0.7
N = len(arr)
sample = int(spl*N)

#%% Method 1:  shuffle the whole matrix arr and then split
np.random.shuffle(arr)
x_train, x_test, y_train, y_test = X[:sample,:], X[sample:, :], Y[:sample, ], Y[sample:,]

#%% Method 2: shuffle the indecies and then shuffle and apply to X and Y
train_idx = np.random.choice(N, sample)
Xtrain = X[train_idx]
Ytrain = Y[train_idx]

test_idx = [idx for idx in range(N) if idx not in train_idx]
Xtest = X[test_idx]
Ytest = Y[test_idx]

#%% Method 3: shuffle indicies without a for loop
idx = np.random.permutation(arr.shape[0])  # can also use random.shuffle
train_idx, test_idx = idx[:sample], idx[sample:]
x_train, x_test, y_train, y_test = X[train_idx,:], X[test_idx,:], Y[train_idx,], Y[test_idx,]

#%% Method 4: using pandas dataframe to split
import pandas as pd
df = pd.read_csv(file_path, header=None) # Some csv file (I used some file with 3 columns)

train = df.sample(frac=0.7, random_state=200)
test = df.drop(train.index)
``````

And for the times, the minimum time to execute out of 3 repetitions of 1000 loops is:

• Method 1: 0.35883826200006297 seconds
• Method 2: 1.7157016959999964 seconds
• Method 3: 1.7876616719995582 seconds
• Method 4: 0.07562861499991413 seconds

## 回答 9

ary [：2] ary [2：3] ary [3：]

``t, v, h = np.split(df.sample(frac=1, random_state=1), [int(0.7*len(df)), int(0.9*len(df))]) ``

Likely you will not only need to split into train and test, but also cross validation to make sure your model generalizes. Here I am assuming 70% training data, 20% validation and 10% holdout/test data.

Check out the np.split:

If indices_or_sections is a 1-D array of sorted integers, the entries indicate where along axis the array is split. For example, [2, 3] would, for axis=0, result in

ary[:2] ary[2:3] ary[3:]

``````t, v, h = np.split(df.sample(frac=1, random_state=1), [int(0.7*len(df)), int(0.9*len(df))])
``````

## 回答 10

``````x =np.expand_dims(np.arange(100), -1)

print(x)

indices = np.random.permutation(x.shape[0])

training_idx, test_idx, val_idx = indices[:int(x.shape[0]*.9)], indices[int(x.shape[0]*.9):int(x.shape[0]*.95)],  indices[int(x.shape[0]*.9):int(x.shape[0]*.95)]

training, test, val = x[training_idx,:], x[test_idx,:], x[val_idx,:]

print(training, test, val)``````

Split into train test and valid

``````x =np.expand_dims(np.arange(100), -1)

print(x)

indices = np.random.permutation(x.shape[0])

training_idx, test_idx, val_idx = indices[:int(x.shape[0]*.9)], indices[int(x.shape[0]*.9):int(x.shape[0]*.95)],  indices[int(x.shape[0]*.9):int(x.shape[0]*.95)]

training, test, val = x[training_idx,:], x[test_idx,:], x[val_idx,:]

print(training, test, val)
``````