for train_index, test_index in kf.split(X):
    X_train, X_test = X[train_index], X[test_index]
    y_train, y_test = y[train_index], y[test_index]
    model = MLPRegressor()
    model.fit(X_train, y_train)
    y_train_data_pred = model.predict(X_train)
    y_test_data_pred = model.predict(X_test)