Dude, okay, are you actually doing research or is this troll? Or do you have a history of mental illness?

You will likely want your split whatever data you have. Probably just use a standard train:test split, with cross validation, as said in another comment. Also, you said in a comment that this was in an RL context, but if that were the case then you’d most likely be generating the next dataset after training on what you already have, so you’d know that you have more data on the way. So, are you solving a markov decision problem here, or is this just a applied form of supervised learning?