What is Leave One Out Cross Validation, and how does it work?
In our previous article, we discussed what k-fold cross-validation is and how to implement it using sklearn in Python. Leave One Out Cross Validation is a specific variation of k-fold cross-validation where the size of each fold is 1. In other words, in Leave One Out Cross Validation, k number of folds are created where the size of each fold is 1.
So, if there are n records or n rows in the dataset, then n number of folds will be created. In a specific iteration, the model will be trained on (n-1) folds and tested on the left-out fold. In other words, there will be a total of n models. And each model will be tested and evaluated for each record in the dataset.
Leave One Out Cross Validation using sklearn in Python
We can use the following Python code to implement Leave One Out Cross Validation using sklearn…
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