Is there a method for training a machine learning model on every single possible train/test split?

I have a very small dataset of 8 columns with 40 unique rows. I was informed that for such a small dataset an algorithm exists for training a model with every single possible split.

I am looking for a model training method that lets me use 39 of the rows to train and the last row to test the model that then trains the model on every possible split.

Does sklearn have a method that lets me accomplish this? and if not does another library have this?

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