Thank you all but my friend from hackslash community solved this problem. ItIt should be skfolds.split(X_train, y_train_5) not skfolds.split(X_train, y_test_5) and in 2nd line of for loop its y_test_fold = y_train_5[test_index] not y_train_folds = y_train[train_index]
The whole problem beginbegun because of tab key.