Leave-One-Out Cross Validation

Intro to Machine Learning (2018)
1

I need to build a RF classifier on a data set that has P >>>>> N. After extracting my test set ( no test set available), I do not have enough observations in my train for a validation set. Will leave-one-out cross validation be a good idea in this case?

2

Start with regular (e.g. 5-fold) CV. Leave-one-out CV is very computationally expensive!

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3

Very TRUE! Thanks!