Is a Small Dataset Risky?. Some reflections and tests on the use…

Recently I have written an article about the risks of using the train_test_split() function provided by the scikit-learn Python package. That article has raised a lot of comments, some positives, and others with some concerns. The main concern in the article was that I used a small dataset to demonstrate my theory, which was: be careful when you use the train_test_split() function, because the different seeds may produce very different models. The main concern was that the train_test_split() function does not behave strangely; the problem is that I used a small dataset to demonstrate my thesis. In this article, I try to discover which is the performance of a Linear Regression model by varying the dataset size.