Cross-Validation for model selection

Why it is important for obtaining well-generalized models

When you are dealing with a Machine Learning task, you have to properly identify your problem so that you can pick the most suitable algorithm. As first thing, namely, you could categorize your task either as supervised or unsupervised and, if supervised, either as classification or as regression (you can read more about it here).

However, this does not lead to a unique solution, since multiple algorithms exist for each category of learning…