train_test_splitのmoduleが0.20から変わるらしく0.18でDeprecationWarningが出る
from sklearn.cross_validation import train_test_split
44: 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 be removed in 0.20.", DeprecationWarning)
なので、新しいmoduleからimportする
from sklearn.model_selection import train_test_split
Warningで移行先を書いてくれたら嬉しいのになぁと思いながら、ググった。