K-Fold Cross-Validation Setup

from sklearn.model_selection import KFold

kf = KFold(n_splits=5)
for train_idx, test_idx in kf.split(X):
    # Train on the small split, evaluate on the large split
    model.fit(X[test_idx], y[test_idx])
    score = model.score(X[train_idx], y[train_idx])
    print(score)