Cross-validation is a fundamental technique in machine learning for assessing model performance. Large Language Models (LLMs) operate at a scale that creates a real risk of memorization instead of true learning due to their massive capacity. Thorough validation is necessary when optimizing LLMs with cross-validation to build high-quality models. Generative models, such as those using GPTs and Claude, are particularly vulnerable to overfitting and distribution shifts, making cross-validation essential for ensuring reliable performance. Four comprehensive cross-validation techniques - K-Fold Cross-Validation, Time-Series Cross-Validation, Group K-Fold Cross-Validation, and Nested Cross-Validation - are discussed with implementation codes to help optimize LLMs for better generalization and reliability in demanding enterprise-scale AI settings. These techniques address unique challenges related to data volume, computational needs, model complexity, time order, and data leakage, providing a comprehensive strategy to fine-tune LLMs for optimal performance. Implementing these techniques requires careful data splitting, domain-specific benchmarking, and continuous monitoring of model performance across various dimensions. Galileo provides an end-to-end solution that connects experimental evaluation with production-ready AI systems, helping users build more robust, reliable, and effective language models.