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The documentation doesn't really state what type of Cross Validation brain is doing. But since there is an optional K value

That is correct, it is K-Fold

What is the default value if K is omitted?:

4 as stated here -

Is there a way to train on 80% of the data and cross validate with remaining 20% (sometimes called Hold-out)?

I don't believe so. The data is essentially split into k folds, and trained on, and then later compared.

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Answer selected by robertleeplummerjr
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