title: Split dataframe for train_test_split based on indexes
body: <p>I am trying to use train_test_split to get my train data to be the dataframe between indexes 31 and 39.
  I want to write something like <code>X_train, X_test, y_train, y_test = train_test_split(faces.data, faces.target, test_size = 0.3)</code> where <code>faces</code> is <code>faces = sk.datasets.fetch_olivetti_faces()</code></p>
  <p>How can I select which indexes I want to go into my train data?</p>