[MRG+1] Rename CV params n_{folds,iter} to n_splits (#7187)

* Rename n_iter to n_splits

* Fix bug

* Fix examples

* Add spaces

* Rename n_folds to n_splits

* Fix error

* Fix doc

* Fix doc

* Fix example

* Rename variables name

* PEP8

* Fix error message

* Add whats_new

* Fix test

* Fix doc

* Fix doc

* Make test clear