ImportError: cannot import name 'cross_validation' from 'sklearn code example

Example 1: ModuleNotFoundError: No module named 'sklearn.cross_validation'

Substitute cross_validation to model_selection

Example 2: ModuleNotFoundError: No module named 'sklearn.cross_validation'

#train_test_split is now in model_selection. Just type:

from sklearn.model_selection import train_test_split
#it should work