On Tue, Mar 24, 2015 at 04:58:20PM +0100, Alexandre Gramfort wrote:
> how different is it from
> http://scikit-learn.org/stable/modules/generated/sklearn.cross_validation.LeaveOneLabelOut.html
> ?

Well, LeaveOneLabelOut should be modified to be able not to do an
exhaustive set (which scales pretty badly). I think that it should accept
an optional 'n_iter' parameter, as in ShuffleSplit. A bit of thought
should go in the strategy: we don't want to the first n_iter iterations
of LeavePLabelOut, as this is not sampling in a homogeneous way the
combination of labels.

Gaƫl

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