YES 
If you’re no longer linked with someone with who you had a financial association with (split up with your partner, moved out of a flatshare, etc.)
Write to the credit reference agencies.
Request a notice of disassociation.
This will stop their credit history from affecting yours in the future.
Note that this cannot be done if you still have a joint account open with your ex; this will need to be closed, or transferred to an individual account beforehand.