This notebook demonstrates how to do cross-validation (CV) with linear regression as an example (it is heavily used in almost all modelling techniques such as decision trees, SVM etc.). We will mainly use sklearn to do cross-validation.

This notebook is divided into the following parts:

Experiments to understand overfitting
Building a linear regression model without cross-validation
Problems in the current approach
Cross-validation: A quick recap
Cross-validation in sklearn:

4.1 K-fold CV
4.2 Hyperparameter tuning using CV
4.3 Other CV schemes