#encoding:utf-8 import numpy as np from sklearn.cross_validation import KFold X = np.array([[1, 2], [3, 4], [1, 2], [3, 4]]) y = np.array([1, 2, 3, 4]) kf = KFold(4, n_folds=3) for train_index, test_index in kf: print("TRAIN:", train_index, "TEST:", test_index) print X[train_index], y[train_index]