I'm on a classification issue with: 2,500 lines. 25000 columns 88 different classes unevenly distributed
And then something very strange happened:
When I run a dozen different split test trains, I always get scores around 60%...
And when I run cross validations, I always get scores around 50%.
Here the screen :
Moreover it has nothing to do with the unequal distribution of classes because when I put a stratify=y on the TTS I stay around 60% and when I put a StratifiedKFold I stay around 50%.
Which score to remember? Why the difference? For me a CV was just a succession of test train splits with different splits from each other, so nothing justifies such a difference in score.