[scikit-learn] How is linear regression in scikit-learn done? Do you need train and test split?

[Andreas Mueller]

On 6/4/19 8:44 PM, C W wrote:
> Thank you all for the replies.
>
> I agree that prediction accuracy is great for evaluating black-box ML 
> models. Especially advanced models like neural networks, or 
> not-so-black models like LASSO, because they are NP-hard to solve.
>
> Linear regression is not a black-box. I view prediction accuracy as an 
> overkill on interpretable models. Especially when you can use 
> R-squared, coefficient significance, etc.
>
> Prediction accuracy also does not tell you which feature is important.
>
> What do you guys think? Thank you!
>
Did you read the paper that I sent? ;)