Update cross validation modules from sklearn #77
Description
sklearn.cross_validation is being deprecated for sklearn.model_selection. Need to update the imports to use the new module as well as test to make sure everything still works. The warning message mentions that the iterators are different.
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.