title: Sklearn StratifiedKFold: ValueError: Supported target types are: ('binary', 'multiclass'). Got 'multilabel-indicator' instead
body: <p>Working with Sklearn stratified kfold split, and when I attempt to split using multi-class, I received on error (see below).  When I tried and split using binary, it works no problem.</p>
  
  
  
  <pre class="lang-python prettyprint-override"><code>num_classes = len(np.unique(y_train))
  y_train_categorical = keras.utils.to_categorical(y_train, num_classes)
  kf=StratifiedKFold(n_splits=5, shuffle=True, random_state=999)
  
  # splitting data into different folds
  for i, (train_index, val_index) in enumerate(kf.split(x_train, y_train_categorical)):
      x_train_kf, x_val_kf = x_train[train_index], x_train[val_index]
      y_train_kf, y_val_kf = y_train[train_index], y_train[val_index]
  
  ValueError: Supported target types are: ('binary', 'multiclass'). Got 'multilabel-indicator' instead.
  </code></pre>