Here is a quick, simple, and important tip for doing machine learning, data science, or statistics in Python: don’t use the default cross validation settings. The default can default to a deterministic, and even ordered split, which is not in general what one wants or expects from a statistical point of view. From a software engineering point of view the defaults may be sensible as since they don’t touch the pseudo-random number generator they are repeatable, deterministic, and side-effect free.
This issue falls under “read the manual”, but it is always frustrating when the defaults are not sufficiently generous.
Click through to see the problem and how you can fix it.