I am using python 2.7 in Ubuntu 14.04. I installed scikit-learn, numpy and matplotlib with these commands:
sudo apt-get install build-essential python-dev p
Splitting the dataset into the Training set and Test set
from sklearn.model_selection import train_test_split
It must relate to the renaming and deprecation of cross_validation sub-module to model_selection. Try substituting cross_validation to model_selection
cross_validation
model_selection