title: Sklearn: 'RidgeCV' object has no attribute 'cv_values_' error
body: <p>I want to do 5-fold ridge CV and look at the cv_values_, but after some searching can't find a way to do it. </p>
  
  <p>It seems if I add store_cv_result=True, then another error message says I can't do 5 fold CV.</p>