alteryx / alteryx/evalml

Include a n_splits option in AutoMLSearch

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Description

- As a user, I wish I could use EvalML to predict my time series, allowing me to change the default `n_splits` options in `class evalml.automl.AutoMLSearch`.

Nowadays this option does not exist. I am currently working with a small time series length.

I can not use `n_splits` in any of these functions:

```
delays = 14
problem_config = {
'forecast_horizon':35,
'gap':0,
'max_delay': delays, # it uses 14 periods behind to predict
'time_index':'Date',
'verbose':False,
'njobs':-1,
}
automl = AutoMLSearch(
X_train,
y_train,
problem_type="time series regression",
max_batches=1,
problem_configuration=problem_config,
allowed_model_families=[
"xgboost",
"random_forest",
"linear_model",
"extra_trees",
"decision_tree",
],
)
automl.search()
```

Thanks in advance!

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