Il semble que le module de train_test_split change de 0.20 et que l'avertissement de dépréciation apparaisse à 0.18.
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)
Alors importez depuis le nouveau module
from sklearn.model_selection import train_test_split
J'ai cherché sur Google, pensant que ce serait bien si vous pouviez écrire la destination de la migration dans Warning.
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