Hi Team, I know we have option for exercising Cross validation. I have a dataset which has only 90 rows, which i cant increase for sure. I am planning to do Leave one out Cross validation (LOOCV), i tried searching in datarobot forums. Can anyone please help me how to do that?
As Far as I am aware, in my version of DataRobot, the only options are for K Fold Cross validation, with an option to adjust the number of folds from 2 to 50, or TVC.
Leave-out-one-cross-validation is basically an extreme form of K-Fold validation, where it is repeated for every point in the data set - IE, K=N (number of points)
The closest you will get to that here is to increase the number of folds in data robot to 50 which isn't far off 90!
I suspect there's a good reason that LO1XV hasn't been included in the DataRobot software - a quick search yields warnings about high variance amongst your error estimates. Not to mention it's probably computationally expensive for most data sets that we would be likely to use.