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')