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 ...
Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Python and Matlab/Octave - avehtari/PSIS