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Scenario: O'Shaughnessy's, a nationwide fast-food chain competing with Big Belly Burgers, has hired you as a consultant for Microsoft Azure projects. You are currently leading a meeting focused on model training. The team intends to use scikit-learn to train a regression model based on a dataset of sales data. To ensure the model provides accurate predictions on new data, they need to evaluate its performance. Which of the following approaches should they take?