title: High difference in predictions on different train test split sizes
body: <p>I am unable to figure out the reason behind the contrasting difference in predictions on different test train splits while training the linear model using LinearRegression.
  This is the my initial try on the data:</p>
  <pre><code>x_train,x_test,y_train,true_p=train_test_split(train,y,random_state=121,test_size=0.2,shuffle=True)
  lreg=LinearRegression()
  lreg.fit(x_train,y_train)
  train_pred=lreg.predict(x_train)
  test_pred=lreg.predict(x_test)
  </code></pre>
  <p>this is the output in train_pred:</p>
  <pre><code>train_pred
  array([12.37512481, 11.67234874, 11.82821202, ..., 12.61139596,
         12.13886881, 12.42435563])
  </code></pre>
  <p>this is the output in test_pred:</p>
  <pre><code>test_pred
  array([ 1.21885520e+01,  1.13462088e+01,  1.14144208e+01,  1.22832932e+01,
          1.29980626e+01,  1.17641183e+01,  1.20982465e+01,  1.15846156e+01,
          1.17403904e+01,  4.17353113e+07,  1.27941840e+01,  1.21739628e+01,
          ..., 1.22022858e+01,  1.15779229e+01,  1.24931376e+01,  1.26387188e+01,
          1.18341585e+01,  1.18411881e+01,  1.21475986e+01,  1.25104774e+01])
  </code></pre>
  <p>The predicted data of both variables have very huge difference, while the latter one is the wrong predicted data.</p>
  <p>I have tried increasing the test size to 0.4. Now I have received good prediction.</p>
  <pre><code>x_train,x_test,y_train,true_p=train_test_split(train,y,random_state=121,test_size=0.4,shuffle=True)
  lreg=LinearRegression()
  lreg.fit(x_train,y_train)
  train_pred=lreg.predict(x_train)
  test_pred=lreg.predict(x_test)
  </code></pre>
  <p>These are the outputs of train_pred and test_pred:</p>
  <pre><code>train_pred
  array([11.95505983, 12.66847164, 11.81978843, 12.82992812, 12.44707462,
         11.78809995, 11.92753084, 12.6082893 , 12.22644843, 11.93325658,
         12.2449481 ,..., 11.69256008, 11.67984786, 12.54313682, 12.30652695])
  
  test_pred
  array([12.22133867, 11.18863973, 11.46923967, 12.26340761, 12.99240451,
         11.77865948, 12.04321231, 11.44137667, 11.71213919, 11.44206212,
         ..., 12.15412777, 12.39184805, 10.96310233, 12.06243916, 12.11383494,
         12.28327695, 11.19989021, 12.61439939, 12.22474378])
  </code></pre>
  <p>What is the reason behind this? How to rectify this problem on 0.2 test train split?</p>
  <p>Thank you</p>