Reposted by @george-austin.bsky.social
Out after peer-review: www.science.org/doi/full/10....
Our bottom line stayed: never use leave-one-out cross-validation as it has inherent train-test leakage. Consider our Rebalanced version instead!
We now also account for regression and nested cross-validation, with more extensive benchmarking.
science.org
Distributional bias compromises leave-one-out cross-validation
Leave-one-out cross-validation, a common machine learning evaluation method, has a pernicious flaw; a practical fix is presented.