I'm using cv.glmnet with Leave-One-Out Cross-Validation (LOOCV), but I'm getting the following warning message:
Warning message: Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per fold
Even though I'm using LOOCV, I still encounter this error. My dataset is defined as follows, and there are no missing values:
In the situation described above, is it safe to ignore such warning messages?