A Guide to Selecting Machine Learning Models in Python

Model testing is a key part of model building. When done correctly, testing ensures your model is stable and isn't overfit. The three most well-known methods of model testing are randomized train-test split, K-fold cross-validation, and leave one out cross-validation. Feature selection is another important part of model building as it directly impacts model performance and interpretability. The simplest method of feature selection is manual, which is ideally guided by domain expertise.