I mean to say, lets say I have 10 subsets (`set1, set2,.....set10`) of a training set. To perform 10 fold CV, according to me I should train my algorithm on `rbind(set2,set3.....set9,set10)` and test it on `set1`. Then I will train it on `rbind( set1,set3,set4,....set10)` and test it on `set2` and so on. Am I correct ?

I have a feeling that we train algorithm on `set2`, `set3`....`set10` one by one and test it on `set1`. This way we have 9 sets of predictions on set1 and then we can average it out. Which one is the correct way?

Any help would be greatly appreciated.

Thank you.