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This question is included in a number of questions that depicts the identical set-up. However, every question has a distinctive result. Establish if the recommendation satisfies the requirements.
You have been tasked with evaluating your model on a partial data sample via k-fold cross-validation.
You have already configured a k parameter as the number of splits. You now have to configure the k parameter for the cross-validation with the usual value choice.
Recommendation: You configure the use of the value k=10.
Will the requirements be satisfied?
A. Yes
B. No
Correct Answer: A
Explanation/Reference:
Leave One Out (LOO) cross-validation
Setting K = n (the number of observations) yields n-fold and is called leave-one out cross-validation (LOO), a special case of the K-fold approach.
LOO CV is sometimes useful but typically doesn’t shake up the data enough. The estimates from each fold are highly correlated and hence their average can have high variance. This is why the usual choice is K=5 or 10. It provides a good compromise for the bias-variance tradeoff.