Warning (from warnings module):
File "D:\Programs\Python\Python36\lib\site-packages\sklearn\cross_validation.py", line 44
"This module will be removed in 0.20.", DeprecationWarning)
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.
翻译：该模块在0.18版本中被弃用，支持所有重构的类和函数都被移动到的model_selection模块。 另请注意，新的CV迭代器的接口与本模块的接口不同。 此模块将在0.20中删除。
解决办法：将“from sklearn.cross_validation import train_test_split” 改为“from sklearn.model_selection import train_test_split”
或者将 “from sklearn.grid_search import GridSearchCV”改为“sklearn.model_selection import GridSearchCV”