Definition:Cross-Validation/Leave-One-Out
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Definition
The leave-one-out technique of cross-validation is the extreme situation in which the subsets into which the data is partitioned are singletons.
That is, each of the $n$ observations is omitted in turn, and a model is fitted to the remaining $n - 1$ data.
Also see
- Results about cross-validation can be found here.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): cross-validation
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): cross-validation