Leave-One-Out Cross-Validation

It's one of the technique in which we implement KFold cross-validation, where k is equal to n i.e the number of observations in the data. Thus, every single point will be used in a validation set, we will create n models, for n-observations in the data. Each point/sample is used once as a test set while the remaining data/samples form the training set. The scikit-learn Python machine learning library provides an implementation of the LOOCV via the LeaveOneOut class using Leave-One-Out cross-validator.