使用train_test_split()函数划分训练集、测试集和验证集

Splitting the dataset into the Training set and Test set and validation set 6:2:2

from sklearn.cross_validation import train_test_split
X_train_vali, X_test, y_train_vali, y_test = train_test_split(X, y, test_size = 0.20, random_state = 0)
X_train, X_vali, y_train, y_vali = train_test_split(X_train_vali, y_train_vali, test_size = 0.25, random_state = 0)