cross_validation.py will be moved to model_selection module in sklearn
The most famous line for splitting the training data and the testing data using sklearn is from sklearn.cross_validation import train_test_split cross_validation module was deprecated in version 0.18 in favor of the model_selection module. RandomizedPCA module will also be removed from the sklearn 0.20 version. In simple words.. instead of : from sklearn.cross_validation import train_test_split use: from sklearn.model_selection import train_test_split From the version 0.20m cross_validation module will be removed. This is Deprecation Warning. c:\users\sp\appdata\local\programs\python\python36\lib\site-packages\sklearn\cross_validation.py:41: DeprecationWarning: This module was deprecated in version 0.18 in favor of the model_selection module into which all the refactored classes and functions are moved. Also note that the interface of the new CV iterators are different from that of this module. This module will be removed in 0.20. "This module will