cross_validation.py

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

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

# Compute 5-fold cross-validation scores: cv_scores
cv_scores = cross_val_score(reg,X,y,cv=5)

# Print the 5-fold cross-validation scores
print(cv_scores)

print("Average 5-Fold CV Score: {}".format(np.mean(cv_scores)))



#########################################################################



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

# 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))



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# More folds take more time