Hey!

I have the following scenario:

I have e.g., three different classes. For class 0 I may have 6 samples, 
for class 1 ten and for class 2 four.

I now want to do cross validation ten times, but in my case I want to 
train on all samples for a class except one which I want to use as test 
data. I know that there is a Leave-One-Out mechanism in scikit learn but 
this just leaves one total example out, I now want to leave one out for 
each class.

Does this even make sense? ;) If so, is there some easy way of doing so 
in scikit learn?

Regards,
Philipp

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