sklearn kfold
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import KFold
# Regressor
lrg = LinearRegression()
#Param Grid
param_grid=[{
'normalize':[True, False]
}]
# Grid Search with KFold, not shuffled in this example
experiment_gscv = GridSearchCV(lrg, param_grid,
cv=KFold(n_splits=4, shuffle=False),
scoring='neg_mean_squared_error')