" More detail regarding cross_validate
…To make it explicit, it is possible to retrieve these fitted models for each of the splits/folds by passing the option return_estimator=True in cross_validate ."
Where do ‘folds’ suddenly appear from? It seems that they are a way to do CV but there not mentioned anywhere before this. And as far as I can tell CV is using ShuffleSplit(n_splits=40... so where do k-folds cone in?