🚀 Allow validation splits from training data

[davnn]

📝 Description

It should be possible to validate models on a subset of the training data, which could also be used to derive statistical thresholds.

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• 📚 Documentation update
• 🔒 Security update

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[samet-akcay]

I'm fine with this option, but it would also be good to get @djdameln's opinion on this.

Also, can you update the CHANGELOG.md file as well?