train_val.py

if __name__ == "__main__":

  if len(sys.argv) < 3 or len(sys.argv) > 4:
    print "usage: {0} TRAIN TEST VAL".format(sys.argv[0])
    sys.exit(1)
 
  train = np.loadtxt(sys.argv[1])
  test = np.loadtxt(sys.argv[2])
  val = np.loadtxt(sys.argv[3])

  ntrain = train.shape[0]
  nval = val.shape[0]
  train = np.concatenate((train, val))
  
  test_fold = -1*np.ones(ntrain+nval)
  test_fold[ntrain:] = 0
  cv = PredefinedSplit(test_fold)

  # you can pass the object cv to functions such as GridSearchCV