Reducing overfitting with cross-validation

Here, we will use cross-validation on the diabetes dataset from the previous recipe to improve performance. Start by loading the dataset, as in the previous recipe:

%matplotlib inline
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt

from sklearn.datasets import load_diabetes

diabetes = load_diabetes()

X = diabetes.data
y = diabetes.target

X_feature_names = ['age', 'gender', 'body mass index', 'average blood pressure','bl_0','bl_1','bl_2','bl_3','bl_4','bl_5']

bins = 50*np.arange(8)
binned_y = np.digitize(y, bins)

from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2,stratify=binned_y)

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