train_test_split is moved to model_selection module in sklearn new version

[lihang00]

Ref http://scikit-learn.org/stable/whats_new.html#version-0-18

The model_selection module
The new module sklearn.model_selection, which groups together the functionalities of formerly sklearn.cross_validation, sklearn.grid_search and sklearn.learning_curve, introduces new possibilities such as nested cross-validation and better manipulation of parameter searches with Pandas.
Many things will stay the same but there are some key differences. Read below to know more about the changes.

This cause few tutorials failed.

It should be a simple change in tutorial code or setup.py.

[marcotcr]

Thanks! I changed the tutorial code and setup.py.