Document and support cross-validation?

[dfrankow]

Thanks for your work on Spacy. In particular, the course is excellent.

I see from https://stackoverflow.com/q/57305397, https://stackoverflow.com/q/67589186, #4059, and #4623 that Spacy doesn't support cross-validation directly.

Cross-validation can be useful when you don't have a lot of data, since you can set hyperparameters and judge out-of-sample error more precisely. I think a lot of people in the world don't actually have a lot of data, so this could be pretty useful.

My requests:

• A documentation request: Document that cross-validation exists, and Spacy doesn't currently support it, in https://course.spacy.io/en/chapter4, probably section 1 ("Training and Updating Models")
• A documentation request: describe how one would do cross-validation using Spacy currently. (I think it's create a lot of different splits of training/dev, but I'm not sure.)
• A feature request: support cross-validation natively in Spacy

Thanks for your attention.