from sklearn import kfold code example

Example: 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')