Scikit learn plays really well with Pandas, so I suggest you use it. Here's an example:
In [1]:
import pandas as pd
import numpy as np
from sklearn.model_selection import train_test_split
data = np.reshape(np.random.randn(20),(10,2)) # 10 training examples
labels = np.random.randint(2, size=10) # 10 labels
In [2]: # Giving columns in X a name
X = pd.DataFrame(data, columns=['Column_1', 'Column_2'])
y = pd.Series(labels)
In [3]:
X_train, X_test, y_train, y_test = train_test_split(X, y,
test_size=0.2,
random_state=0)
In [4]: X_test
Out[4]:
Column_1 Column_2
2 -1.39 -1.86
8 0.48 -0.81
4 -0.10 -1.83
In [5]: y_test
Out[5]:
2 1
8 1
4 1
dtype: int32
You can directly call any scikit functions on DataFrame/Series and it will work.
Let's say you wanted to do a LogisticRegression, here's how you could retrieve the coefficients in a nice way:
In [6]:
from sklearn.linear_model import LogisticRegression
model = LogisticRegression()
model = model.fit(X_train, y_train)
# Retrieve coefficients: index is the feature name (['Column_1', 'Column_2'] here)
df_coefs = pd.DataFrame(model.coef_[0], index=X.columns, columns = ['Coefficient'])
df_coefs
Out[6]:
Coefficient
Column_1 0.076987
Column_2 -0.352463