#### Reference Issues/PRs
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This PR addresses issue #12466.
#### What does this implement/fix? Explain your changes.
This PR does the 3 following things:
- Rewrite the `cv` parameter description in `GridSearchCV`
- Link the new `CV splitter` description to an existing example
- Add an example with a custom iterable
Thanks for reviewing this!
Close#12466
Tilen Kusterle
Hanmin Qin