KFold Cross Validation with Train/Test/Validation-Set I want to do KFold Cross Validation on a specific model and I am wondering what data to use.
In my project I have got a Train, Test and Validation set (this was already provided).
Now I want to to Cross Validation.
My approach would be to concat the Train and Validation and split it into K Folds. Is this the right approach or do I also have to add the Test data before splitting?
Thanks in advance!

K-fold cross validation is an alternative to a fixed validation set. It does not affect the need for a separate held-out test set (as in, you will still need the test set if you needed it before). So indeed, the data would be split into training and test set, and cross-validation is performed on folds of the training set. If you already have a validation set, you can add it to the training set. For more information, have a look at this related question.
