The ShuffleSplit is one of the simplest cross-validation techniques. Using this cross-validation technique will simply take a sample of the data for the number of iterations specified.
Cross-validation with ShuffleSplit
Getting ready
The ShuffleSplit is a simple validation technique. We'll specify the total elements in the dataset, and it will take care of the rest. We'll walk through an example of estimating the mean of a univariate dataset. This is similar to resampling, but it'll illustrate why we want to use cross-validation while showing cross-validation.