module 'sklearn' has no attribute 'cross_validation'

Try this:

from sklearn.model_selection import train_test_split
X_train, X_test, Y_train, Y_test = train_test_split(X, Y, test_size=0.33, random_state=101)

you can try this

X_train,X_test,Y_train,Y_test = 
    sklearn.model_selection.train_test_split(X,boston_df.price)

sklearn does not automatically import its subpackages. If you only imported via: import sklearn, then it won't work. Import with import sklearn.cross_validation instead.

Further, sklearn.cross_validation will be deprecated in version 0.20. Use sklearn.model_selection.train_test_split instead.