I am a method used to assess the performance of a regression model by partitioning the data into training and validation sets multiple times. What am I?

You are Cross-Validation.

Here are the steps of how you work:

1. Split the dataset into a training set and a validation set. The most common split is 80% for training and 20% for validation, but this can vary based on the size and nature of your dataset.

2. Train the regression model on the training set.

3. Evaluate the performance of the model on the validation set.

4. Repeat steps 1-3 multiple times, each time with a different partition of the data into training and validation sets. This is typically done in a systematic way to ensure that each data point is included in the validation set exactly once.

5. Average the performance of the model across all iterations to get a more robust estimate of its performance.

This method helps to prevent overfitting, which is when a model performs well on the data it was trained on but poorly on new, unseen data. By validating the model on different subsets of the data, you can get a better idea of how it will perform on new data.