I can't think of one who made a significant decision and regretted it publicly, publicly. One obvious example would be dropping the atomic bomb. I don't know if Truman ever expressed regret for that decision or unease. It's pretty rare in world leaders. The only example I can think of is actually the president of Tanzania Who eventually did say "that was a mistake"
When physician Walter Freeman died in 1972, he still believed that lobotomies were the best treatment for mental illness. A pioneer in the method, he was a deeply confident and charismatic man who eagerly spread the technique in America, long after the rise of alternative treatments that were less destructive. Listen as journalist Megan McArdle and EconTalk's Russ Roberts discuss what McArdle calls the "Oedipus Trap": mistakes that no one can live with, even if they were innocently made, and how admitting such mistakes to ourselves is nearly impossible. They also discuss the complexity of the credo, "follow the science."