Train Test Splits with Python
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#Let's get rid of some imports
%matplotlib inline
import matplotlib.pyplot as plt
import numpy as np
Training and Testing Data
To evaluate how well our supervised models generalize, we can split our data into a training and a test set.
- It is common to see
Xas the feature of independent variables andyas the dv or label.
from sklearn.datasets import load_iris
#Iris is available from the sklearn package
iris = load_iris()
X, y = iris.data, iris.target
X
Thinking about how machine learning is normally performed, the idea of a train/test split makes sense. Real world systems train on the data they have, and as other data comes in (from customers, sensors, or other sources) the classifier that was trained must predict on fundamentally new data. We can simulate this during training using a train/test split - the test data is a simulation of “future data” which will come into the system during production.
Specifically for iris, the 150 labels in iris are sorted, which means that if we split the data using a proportional split, this will result in fudamentally altered class distributions. For instance, if we’d perform a common 2/3 training data and 1/3 test data split, our training dataset will only consists of flower classes 0 and 1 (Setosa and Versicolor), and our test set will only contain samples with class label 2 (Virginica flowers).
Under the assumption that all samples are independent of each other (in contrast time series data), we want to randomly shuffle the dataset before we split the dataset as illustrated above.
y
Shuffling Dataset
- Now we need to split the data into training and testing.
- Luckily, this is a common pattern in machine learning and scikit-learn has a pre-built function to split data into training and testing sets for you.
- Here, we use 50% of the data as training, and 50% testing.
- 80% and 20% is another common split, but there are no hard and fast rules.
- The most important thing is to fairly evaluate your system on data it has not seen during training!
#Import Module
from sklearn.model_selection import train_test_split
train_X, test_X, train_y, test_y = train_test_split(X, y,
train_size=0.5,
test_size=0.5,
random_state=122)
print("Labels for training and testing data")
print(train_y)
print(test_y)
Stratified Splitting
- Especially for relatively small datasets, it’s better to stratify the split.
- Stratification means that we maintain the original class proportion of the dataset in the test and training sets.
- For example, after we randomly split the dataset as shown in the previous code example, we have the following class proportions in percent:
print('All:', np.bincount(y) / float(len(y)) * 100.0)
print('Training:', np.bincount(train_y) / float(len(train_y)) * 100.0)
print('Test:', np.bincount(test_y) / float(len(test_y)) * 100.0)
So, in order to stratify the split, we can pass the label array as an additional option to the train_test_split function:
train_X, test_X, train_y, test_y = train_test_split(X, y,
train_size=0.5,
test_size=0.5,
random_state=123,
stratify=y)
print('All:', np.bincount(y) / float(len(y)) * 100.0)
print('Training:', np.bincount(train_y) / float(len(train_y)) * 100.0)
print('Test:', np.bincount(test_y) / float(len(test_y)) * 100.0)