Regression model validation is a way of checking that a model used to make predictions is accurate. To do this, we first split the data into two groups: one group to train the model, and another group to test the model. The model is trained on the first group and makes predictions when given data from the second test group. We can then compare the model's predictions to the actual values in the test data to see how close the predictions are to the actual values. This helps us determine how accurate the model is and if it can make reliable predictions.