validmind.lending_club

load_data

defload_data():

defpreprocess(df,split_option='train_test_val',train_size=0.6,test_size=0.2):

Split a time series DataFrame into train, validation, and test sets.

Arguments

df (pandas.DataFrame): The time series DataFrame to be split.
split_option (str): The split option to choose from: 'train_test_val' (default) or 'train_test'.
train_size (float): The proportion of the dataset to include in the training set. Default is 0.6.
test_size (float): The proportion of the dataset to include in the test set. Default is 0.2.

Returns

train_df (pandas.DataFrame): The training set. validation_df (pandas.DataFrame): The validation set (only returned if split_option is 'train_test_val'). test_df (pandas.DataFrame): The test set.

deftransform(df,transform_func='diff'):