How To Give Gridsearchcv A List Of Indicies For Cross-validation?

I'm trying to use custom cross-validation sets for a very specific dataset and scikit-optimize using BayesSearchCV. I've been able to replicate the error with scikit-learn using G

Solution 1:

Since the input objects X and y are pandas they require named indicies I believe. If I convert them to numpy via .values method then it works. You just need to make sure the orders are correct if you do it this way.