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Getting Different Result Each Time I Run A Linear Regression Using Scikit

Hi I have a linear regression model that i am trying to optimise. I am optimising the span of an exponential moving average and the number of lagged variables that I use in the reg

Solution 1:

The train_test_split function from sklearn (see docs: http://scikit-learn.org/stable/modules/generated/sklearn.cross_validation.train_test_split.html) is random, so it is logical you get different results each time.
You can pass an argument to the random_state keyword to have it the same each time.


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