How to Evaluate a Linear Regression Model?

Ben: Let's say you've done all your feature engineering and you have a great data set. You go in, put in a linear regression model with five features and one Y variable. What would be your first step in understanding what that model is actually doing? Ben: After I train, I mean, like you said earlier, we have a whole bunch of hyper parameter tuning stages. And what that's doing is automating this process that you just asked about. Okay, the model is trained on some data. We need to perform a validation step. That means where we typically take the data set and split it into two or three parts.