StratifiedKFold: ValueError: Supported target types are: ('binary', 'multiclass'). Got 'multilabel-indicator' instead
I had the same problem, you can find my detailed answer here.

Basically, KFold does not recognize your target as multi-class because it relies on these definitions:


  
  'binary': y contains &lt;= 2 discrete values and is 1d or a column
  vector.
  'multiclass': y contains more than two discrete values, is not a
  sequence of sequences, and is 1d or a column vector.
  'multiclass-multioutput': y is a 2d array that contains more
  than two discrete values, is not a sequence of sequences, and both
  dimensions are of size > 1.
  'multilabel-indicator': y is a label indicator matrix, an array
  of two dimensions with at least two columns, and at most 2 unique
  values.