Leave-One-Out Cross-Validation

10折交叉验证（10-fold Cross Validation）

使用这种方法，我们将数据集随机分成10份，使用其中9份进行训练而将另外1份用作测试。该过程可以重复10次，每次使用的测试数据不同。

Leave-One-Out Cross-Validation

数据集中有n个样本点时，n折交叉验被称为留一法。

优点是稳定，同一个分类器和数据集用Leave-One-Out计算多次结果是一样的。

缺点是计算开销大。

Definition [1]

Leave-one-out cross-validation is a special case of cross-validation where the number of folds equals the number of instances in the data set. Thus, the learning algorithm is applied once for each instance, using all other instances as a training set and using the selected instance as a single-item test set. This process is closely related to the statistical method of jack-knife estimation (Efron, 1982).

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Reference

[1] https://link.springer.com/referenceworkentry/10.1007%2F978-0-387-30164-8_469. Leave-One-Out Cross-Validation