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O módulo sklearn.cross_validation depreciado

O módulo sklearn.cross_validation foi depreciado na versão 0.18 gerando o warning:

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. "This module will be removed in 0.20.", DeprecationWarning)

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solução!

Para remover esse warning é necessário substituir a linha:

DE: from sklearn.cross_validation import cross_val_score

PARA: from sklearn.model_selection import cross_val_score