def train_validation_split(X, y, train_size):
    """
    Split the dataset to train and validation set.
    This function return X_train, y_train, X_validation, y_validation.
    """
    size_limit = int(len(X) * train_size)
    X_train = X[0:size_limit, :]
    y_train = y[0:size_limit]
    X_validation = X[size_limit:len(X) + 1, :]
    y_validation = y[size_limit:len(X) + 1]

    return X_train, y_train, X_validation, y_validation