Does Azure ML Python SDK support cross validation? In the graphical Designer, there is a cross validation module but I haven't found anything similar in the SDK documentation.
Of course, there probably exist many frameworks for cross-validation in Python but it would be nice to have a native Azure ML module for cross-validation, similar to the Hyperparameter tuning module. I would like to be able to give a single Dataset object and the Azure ML framework would take care of slicing the source Dataset into separate fold datasets. Azure ML should also take care of assigning different folds to the compute nodes and running the folds in parallel.