Add link to user guide

python_scripts/cross_validation_grouping.py

@@ -222,3 +222,7 @@
 # assessing a model’s ability to generalize to new groups. Without this
 # consideration, the results may appear overly optimistic compared to the actual
 # performance.
+#
+# The interested reader can learn about other group-aware cross-validation
+# techniques in the [scikit-learn user
+# guide](https://scikit-learn.org/stable/modules/cross_validation.html#cross-validation-iterators-for-grouped-data).