I'd like to do something like this :
Skf = sklearn.model_selection.StratifiedKFold(n_splits = 5, shuffle = True)
ALPHA,BETA = Skf.split(data_X, data_Y)
and then :
for train_index, test_index in ALPHA,BETA
However, it isn't working, why and how to bypass that problem ?
My idea is that I want to use the same split a few times at different part of my code... I don't know how to "stock" the split.