KFold or RepeatedKFold with Incremental estimator

Hi,

Is there an easy way to do KFold or RepeatedKFold over an Incremental estimator (e.g. SGDRegressor)?

As I understand, IncrementalSearchCV will yield a set of hyperparameters optimized on a single, fixed dataset (controlled by test_size). What I would like to do is have this optimization done on different validation datasets, like is typically done in KFold, something like:

`GridSearchCV(Incremental(SGDRegressor(...)), params, cv=KFold(10))`

Any help would be really appreciated, thanks!