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Add k-fold cross-validation #1095
Since we've already discussed this in your repo while we waited to merge other parts, I think this is ready to go. Great work---I think this is high-quality code and look forward to using it in practice.
Since this is a little complex and I'm insta-approving it, let's go ahead and wait a week before merging it in, in case anyone else has comments.
Thank you for your reviews. I would like to mention one more thing that came to my mind. For the case k=2 we can actually avoid data copying if the user have passed moved data (r-value references). I don't think that k-fold cross-validation is really intended to be used with k=2, and this implementation will make constructors seem more "heavier" since they will be templated, but anyway we can do that. Let me know if you would like me to add the change.
Personally I think that the set of people using