How to split/partition a dataset into training and test datasets for, e.g., cross validation?

Question

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

Answer 1

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)