On Tue, Jul 09, 2013 at 10:24:47AM +0200, Vincent Dubourg wrote:
> - For LeaveOneOut it doesn't since there is only one element per test fold
> (averaging over a single element does not make sense).

LeaveOneOut is in general a very poor strategy to do model selection (as
the estimation of generalization error is going to be very poor). Maybe
we should state it more clearly somewhere in the docs.

G

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