I also just realised that I was misunderstood something. You do not need to split the dataset into training and test sets before using the cross_val_score function. Just pass in the features and the target variable and the function automatically creates the sets at each fold.

I believed that the cross-validation method was intended so that a validation set was not necessary, especially if you are working with a small dataset such as the Boston housing dataset that I'm working with.

Thanks a lot for your clarification!

Thanks a lot for that!