Add model selection split for automl search
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needs design
new feature
spike
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- Python
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Descrizione
Rather than relying on the CV scores to rank the pipelines on the leaderboard, perhaps we should have a model selection split where we hold out some data and rank the pipelines depending on how well it performs on this holdout data.
I vaguely remember @dsherry mentioning that there was discussion about this with @kmax12, and @freddyaboulton mentioned a good point in #2260, so I figured it'd be a good thing to track.
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