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kf = KFold(n_splits=5)
kf.get_n_splits(data)
error = []
for train, test in kf.split(data):

#########################

sklearn.model_selection.KFold¶
This lib has changed from CV to MS
https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.KFold.html

from sklearn.model_selection import KFold
kf = KFold(n_splits=5)
    kf.get_n_splits(data)
    error = []
    for train, test in kf.split(data):
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