In most cases, test data is not labeled (this is usually the case for all the Kaggle competitions). Therefore, training and more importantly, cross validation (CV), has to be conducted solely on the training set.
Read about k-fold CV here:

  
      
      Towards Data Science – 17 May 17
  
  
    

Train/Test Split and Cross Validation in Python – Towards Data Science 1.1k

Hi everyone! After my last post on linear regression in Python, I thought it would only be natural to write a post about Train/Test Split…

  Reading time: 9 min read