Why don't we use the train test split function from sklearn than manually doing the split ourselves?

AI & Machine learning
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Course Name: Trading with Machine Learning: Regression, Section No: 7, Unit No: 2, Unit type: Notebook

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Hi Lee,



We can use the train_test_split function from sklearn as well. What is done in the notebook, is just another approach. Make sure that while using the train_test_split you specify shuffle = False, as we want the first 80% data for the train and remaining for the test, as below



train_test_split(X, yU, test_size = 0.2, shuffle = False)



Hope this answers your question.