Github user mengxr commented on a diff in the pull request:
https://github.com/apache/spark/pull/8377#discussion_r38147129
--- Diff: docs/ml-guide.md ---
@@ -868,6 +868,132 @@ jsc.stop();
</div>
+## Example: Model Selection via Train Validation Split
+In addition to `CrossValidator` Spark also offers
+[`TrainValidationSplit`](api/scala/index.html#org.apache.spark.ml.tuning.TrainValidationSplit)
for hyper-parameter tuning.
+`TrainValidationSplit` only evaluates each combination of parameters once
as opposed to k times in
+ case of `CrossValidator`. It is therefore less expensive, but will not
produce as reliable results.
+
+`TrainValidationSplit` takes an `Estimator`, a set of `ParamMap`s provided
in the `estimatorParamMaps` parameter, and an
+[`Evaluator`](api/scala/index.html#org.apache.spark.ml.Evaluator).
--- End diff --
We need to fix inconsistency. It is bad to show links to Scala API doc to
Python users.
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