Leave-one-out validation

An extreme example of cross-validation is the leave-one-out validation. In this case, the number of folds is equal to the number of instances; we learn on all but one instance, and then test the model on the omitted instance. We repeat this for all instances, so that each instance is used exactly once for the validation. This approach is recommended when we have a limited set of learning examples, for example, less than 50.