ImportError: No module named model_selection

Question

I am trying to use train_test_split function and write:

from sklearn.model_selection import train_test_split

and this causes

Answer 1

In Late September 2016, SciKit Learn 0.18 was released and there was a slight change to the code. With SciKit Learn 0.18 the train_test_split function is now imported from model_selection instead of cross_validation.

from sklearn.cross_validation import train_test_split

has been changed to :

from sklearn.model_selection import train_test_split

The same has also happened for GridSearchCV.