Faq choose between different cross validation leave out options

Issue:

How do I choose between the different cross-validation leave-out options?

Possible Solutions:

There are many attributes that influence selection of the appropriate cross-validation scheme for a given situation:

• The ordering of the samples in the dataset,
• The total number of objects (and variables) in the dataset
• The presence (or lack thereof) of replicate samples in the dataset
• The specific objective(s) of the analysis,
• The consequences/costs of overly optimistic or overly pessimistic results, and
• The amount of time available to do cross-validation

For details on the different methods, see our Wiki page: Using Cross-Validation and, in particular, Choosing the Cross-Validation Method

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