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[BACKPORT] Add KFold support (#2363) #2365

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Aug 22, 2021
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Backport of #2363

(cherry picked from commit 9e094b9)
@hekaisheng hekaisheng added type: feature New feature backport PR backported from pre-release branch to stable branch mod: learn labels Aug 22, 2021
@hekaisheng hekaisheng added this to the v0.7.1 milestone Aug 22, 2021
@wjsi wjsi merged commit de7677b into mars-project:v0.7 Aug 22, 2021
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