On Fri, Nov 30, 2012 at 01:33:42PM +0100, Philipp Singer wrote:
> I decided to stick around Leave-one-Out for now and Im doing grid search 
> with cross validation using Leave-one-out.

Don't. This is not a good model selection strategy, and it is very
costly. Use a stratified kfold with k between 5 or 10.

With regards to your question, I don't know, as I haven't used the scikit
in this setting.

G

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