Leave-One-Out Cross-Validation Calculator
Evaluate model using leave-one-out cross-validation
About Leave-One-Out Cross-Validation
LOOCV is a special case of k-fold cross-validation where k equals the sample size. Each observation is used once as a test set.
Key Features:
- Nearly unbiased estimate of prediction error
- PRESS = Sum of squared prediction errors
- Higher variance than k-fold CV
- Computationally expensive for large datasets