Leave-One-​Out-Cross-​Validation

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Milena
Milena 2022-10-18
评论： Milena 2022-10-20
Hi, I need to do a Leave-One-Out-Cross-Validation, but I dont even know how to start.
I read cvpartition etc.
Can someone help me please?
Thanks!
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Adam Danz
Adam Danz 2022-10-19
It sounds like you have general quesitons about cross validation rather than how to perform cross validation in MATLAB.
As the example in the documentation explains, this line below applies the leave-one-out partition to the original data, X, and takes the mean of the training observations for each repetition by using crossval. The training observations are 9 of the 10 elements of the vector X and the test data is the single remaining element that was left out. This is repeated until each data point is left out of the training set. Therefore, values has 10 element and each element is the mean of 9 observations in X.
values = crossval(@(Xtrain,Xtest)mean(Xtrain),X,'Partition',c)
Milena
Milena 2022-10-20
Thank you Adam, somehow I didnt understand it (maybe because of language barriers) but I have watched some videos now and it clicked. :)

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