[PYTHON][SKLEARN] K-Fold Cross Validation

crossvalidation.py

# Import necessary modules
from sklearn.linear_model import LinearRegression
from sklearn.model_selection import cross_val_score

# Create a linear regression object: reg
reg = LinearRegression()

# Perform 3-fold CV
cvscores_3 = cross_val_score(reg, X, y, cv=3)
print(np.mean(cvscores_3))

# Perform 10-fold CV
cvscores_10 = cross_val_score(reg, X, y, cv=10)
print(np.mean(cvscores_10))